In Rydon's tower, there's a pcsx2 bug (i'm guessing it's similar to snake in MGS3 falling through the floor) that causes the statue float in the air when pushed onto the designated blue tile. The statue is key to working the see-saw mechanism in the tower to advance to the higher floors.
There's also another case where the "lonely joe"/"hollow knight" drops through the floor when you approach it. This makes it impossible to complete Morrie's quest. So, you can't open up the monster arena.
Both the svn 239 beta and 0.9.4 release of pcsx2 have these problems.
Other than that, DQ8 plays great on pcsx2.
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