I just found out that about 8 episodes that I've tried hard to beat are all locked when I wanted to continue, so now I have to start over from the beginning of each whole chapter. 
Why did this happen?

Most likely after you finished beating them you just turned off the console, or you went straight to the dashboard. Whenever you are done playing you NEED to press start and go to quit game, otherwise it won't save everything that you have done.

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 SAM FlSHER wrote:

Th3 Dayman for president!