Tried os4emu but it complains about wrong or missing elf.library.
As I understand it Cave Story is freeware but not open source - Pixel, the author, has given permission and the source to port it to Linux x86/PPC, PSP, DS, GP2X and now OS4.
Original Windows version written by Pixel.
SDL/Linux port by Peter Mackay and Simon Parzer.
Endian fixes by Peter gordon aka Xeron.
AmigaOS 4.0 packaging and management by Johan Samuelsson aka Spot.
CBM Amiga 1200 + 4MB AMITEK with 33MHz 68882 FPU
PowerBook5,4 1024MB 1333MHz G4