Are you talking about entire levels or back to previous check-points? This game doesn't have a manual save-function, so your last auto-saved check-point will be your way in.
i mean entire levels, but last time i get back into the prvious level to a check point ... i really dont know what the game is doing i can play the levels if use the funktion "play mission again" (or something like this) but if i die get a lot of levels back