There is one level in Keen 4 that can be played many times over. It does not remove map tiles or produce a flipping flag when completed. The following patches change that level, and indeed allow several, even all of the levels to be this way. (Good if you want 1 or more 'stock up' levels for players to get guns and such, or whatever.)
#BwB level(s):
#This level does not produce a flag, remove map tiles
#or get marked as done
%patch $60FD $xx $77 #Any level above x
%patch $60FD $xx $7C #Any level below x
%patch $60FD $xx $74 #Just level x (If 0, NO BwB level)
It's possible to do this for Keen 6 too, but not Keen 5 I don't think.
Enjoy!