Easiest example is Super Mario Bros + Duck Hunt. The internal name is "Super Mario Bros / Duck Hunt"
This means anything that pulls the filename from there and then performs an operating using it has the path messed up as it treats the slash as creating a folder, so you get the structure "NES/State/Super Mario Bros/Duck Hunt.state"
When you use the quicksave savestates

When you record a movie using the default name

There are other examples, these are just two