Double post, but important info.
If you're playing Psychonauts for the first time: When you get near the end, you'll meet a pet turtle called Mr. Pokeylope (you will be reminded of his name multiple times). When you do, SAVE THE GAME and make sure that is never overwritten.
The reason once the game's story progresses beyond a certain point (soon after meeting Mr. Pokeylope), many of the games areas and collectibles become inaccessible.
As long as you have a save before this point of no return, you should be fine.
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