I ran into a Super Mario Galaxy problem that only shows up at the end of the game (end credits). The screen goes black and doesn't give you the choice to save. It only happens after beating Bowser (60 Stars), and as far as I know, the only solution is to disable sound before playing that stage.
The new HLE plugin does not have the 'nullsound' option, so I copied over an older version of the plugin (from r4884) that still has it. When you're ready for the final Bowser fight, copy over the old hle plugin to your x64/plugins/ folder (I don't know if it works for 32bit Dolphin). When you beat Bowser and save, feel free to go back to the most recent plugin.
Link to the DSP-HLE plugin. Or grab an older rev
from here and copy the file over yourself.
Sound Settings:
(Audio Backend: Nullsound)
So remember: This is only for when you need to beat the game. The latest HLE Plugin should work just fine for anything else.