(also known as Castleroid), also known as platform-adventure, is a genre of 2D platformer games with an emphasis on an exploratory action-adventure structure.
Many games fuse platformer fundamentals with elements of action-adventure games such as The Legend of Zelda or with elements of RPGs. Typically these elements include the ability to explore an area freely, with access to new areas controlled by either the gaining of new abilities or through the use of inventory items. Metroid and various 2D games in the Castlevania series are among the most popular games of this sort, and so games that take this type of approach are often called by a portmanteau of these two games, either "Metroidvania" or "Castleroid". Other examples of such games include Wonder Boy III: The Dragon's TrapMega Man ZXTails AdventureCave Story and the recent Shadow 

Nature of a Metroidvania

Distinct features associated with the Metroidvania formula are side-scrolling, exploratory, action-adventure gameplay, power-ups, and a map that is filled in automatically as the player progresses through the game.
A strong element of this genre is that the map is largely contiguous, offering no breaks in play aside from the occasional load screen. Some purists refuse to acknowledge a game as a Metroidvania unless it meets these criteria though others will include games which feature small breaks in play, such as Clash at Demonhead.

Game Elements

Typical gameplay involves exploring the game’s world and discovering paths that can not be accessed with the players' current abilities. Finding an item (either a key or a power-up) later on grants the ability to traverse the obstacle, allowing the player to backtrack and explore the new area at their leisure. Some power-ups are needed to obtain others, lending a sense of structure, sequence, and linearity to the game. This structure is often vital in creating a coherent plot by ensuring that events that progress the storyline are triggered in the proper order. An integral part of the experience is in the exploration of the game world: It is rare for the player to be told exactly where they have to go.
Instead, the player must rely on their own sense of exploration to discover new areas and goals within the game. This can lead to frustration for even experienced players as sometimes the proper path to take to trigger the next event or gain a new power-up to avoid an obstacle is not readily apparent, requiring the player to traverse the majority of the game’s world in search of an item or path they've overlooked.
One key part of the various abilities the player gains is that they afford the player more options in the way their avatar may be controlled. These upgrades invariably allow the player to directly circumvent an iteration of the barriers mentioned above. Often, the same sort of abilities make an appearance across the genre with different names and appearances: The Cleansing item in Castlevania: Circle of the Moon has the same effect as the Varia Suit in Super Metroid: Both negate damage from an otherwise hostile environment, allowing the player to traverse the previously hostile area at will.
Invariably, the same sort of barriers will make themselves apparent to the player:
1) Ledges or platforms the player cannot yet reach due to the length or height required for the jump. Often the power ups which allow the player to bypass these obstacles improve the player's jump height or allow the player to jump again in mid-jump. Other power ups may allow the player to use nearby walls to jump, allows the player to actually climb the walls, or in some cases they can fly.
2) Environments the player cannot yet traverse without taking some ill effect or having their mobility severely hampered (or possibly not at all). The power ups associated with this obstacle invariably remove the ill-effects associated with the environment.
3) Destructible barriers the player cannot destroy with their current abilities. The sort of barriers are frequently associated with weapons power ups the player acquires, allowing the player to more easily kill their foes as well as bypass obstacles.
4) Indestructible barriers the player must acquire a key to unlock or perform a task elsewhere to remove. Generally these barriers are associated with boss fights, though occasionally the serve to form a shortcut: The player must reach the other side of the barrier to press a switch which removes the barrier and allows subsequent passage, often for the purpose of allowing the player to traverse the game world more quickly.
Though the name of the method by which these four barriers will be removed inevitably changes from game to game, these four core concepts remain at the heart of any Metroidvania.
In many cases, Metroidvanias are only distinguished from top-down, 2D, non-linear exploratory games like The Legend of Zelda: A Link to the Past by the fact that the view is from the side as opposed to top-down. This small change drastically alters the manner in which the game is played: The simple fact that side-scrollers possess gravity adds an additional barrier to exploration which must be overcome.

Sequence Breaking

Despite the implicit structure governed by the obstacles in a Metroidvania's level design, industrious players often pride themselves onsequence breaking these games, exploiting bugs or using more resources than designers accounted for in order to traverse lethal or supposedly impassible areas: One example is traversing the Underground Waterway in Castlevania Circle of the Moon before receiving the Cleansing item which purifies the poisoned water that fills the level. Without purification the water damages hero Nathan Graves, but the area is traversable with enough preparation. This obstacle was intended to prevent players from prematurely progressing to an event in which Camilla(the level's boss) reveals storyline information and subsequently obtaining the Roc Wing (an item that allows access to several other castle areas) with her defeat.
Such sequence breaking has lead to a very active speed running community, with some players finishing games with under 10% of a game's total area explored, or fighting only a couple of the game's many boss characters.

RPG Elements

Metroidvanias typically take the Metroid formula a step further, allowing the player to gain levels and advance their character's statistics through the defeat of enemies in a manner most commonly found in a console rpg. This was introduced in Castlevania: Symphony of the Night and all subsequent 2D Castlevania games have followed this trend until the WiiWare release Castlevania The Adventure Rebirth.
This change has a drastic effect on the difficulty of a game. In a Metroidvania lacking these RPG elements the means by which a player can reduce the challenge of any given foe is finite, based entirely on the number of power ups available to the player. A game featuring these elements has a more mutable difficulty range, allowing the player to avoid combat with minor foes to increase the difficulty or kill excessive numbers of minor foes to decrease the difficulty. Players can also choose to sell equipment they've found to purchase items which refill their health or magic bars, further diluting the challenge. Some purists find these RPG elements unwelcome, while others contend that they add an extra dimension to play which expands the game's longevity.
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