Lego Batman 2 has a mid-mission save game system, you find little save stations and insert a white "disk" to save the game at the checkpoint. But how do you resume the game next time? Loading my game save file puts me back in the Batcave, not on my mission.
Some research I've done online suggests that if you walk/drive over to the mission start you will begin that mission at your save checkpoint. The one time I tried it didn't work. Maybe because I'd picked up a gold brick or something on the way?