In Story Mode, the game saves your progress automatically at the end of each level. If you quit the game in the middle of a level, you’ll have to start it from the beginning. You can replay each unlocked level from the map, as many times as you want. Please note that you can only have one save in Story mode.

In Arcade and Survival mode however, there is no saved progression : if you lose all your lives, you'll have to start from the beginning.