I don't know how it happened, but i quit mid-way through a level, and when i picked it pack up, it dropped me at my last checkpoint in that level. I don't know if it always works, but i think you can quit and come back to where you were in every level.
Hey, I'm the lead designer of the game (moi- http://www.twitter.com/nelsormensch) and yeah, any time you quit a level, it will reload at the most recent checkpoint. It's not a feature we really made much noise about (sorry you didn't think it would do that!), just couldn't find a good place to put that info, honestly. Hopefully better now that you know though.