Cave Story has been released four times in total, though that number drops to two if you live in PAL regions. We've had versions on WiiWare, DSiWare, a retail Cave Story 3D and most recently an excellent 3DS eShop version. The latter edition is arguably the best, incorporating the original visual style and music with all of the "+" content that PC gamers have enjoyed.
The trouble is that the latest release isn't yet in Europe, despite a tweet from Nicalis back in March stating that the game was approved and awaiting a release date. It's failed to emerge since, though the publisher has now taken to Twitter to gauge interest in a physical release of the eShop version.
Would you be interested in a physical release of this title? If so it may be worth tweeting that interest to Nicalis; for our part we'll seek an update on the European 3DS download version.