There are some levels where they give you destruction skills like the basher, bomber, digger, and miner that are possible to beat without destroying any pieces of the terrains. The first level in the order that does this is Fun 8 "Not as complicated as it looks". It's possible to save everyone there without destroying the terrains. Destroying the stairs from the builder is fine because it's not part of the level, even though the stairs are treated as terrains. It was fun playing Fun 9 like this. You have to build over the pillar to beat it and build some stairs on the other side to prevent height death. I did this in the PSP version though. It should be possible in the old one too.
Levels in bold are ones that doesn't gives you Bomber, Basher, Digger and Miner, so you wouldn't be able to destroy anything to begin with. 100% bold are levels that needs alll Lemmings to beat it.
Fun
2. Only floaters can survive this 100%
3. Tailor-made for blockers
7. Builders will help you here 100%
8. Not as complicated as it looks (DOS) (PSP) 100%
9. As long as you try your best (DOS) (PSP) 100%
10. Smile if you love lemmings (DOS) (PSP) 100%
11. Keep your hair on Mr. Lemming (DOS) (PSP) 100%
12. Patience (DOS) (PSP) 100%
14. Origins and Lemmings (DOS) (PSP) 100%
15. Don't let your eyes deceive you (DOS) (PSP) 100%
16. Don't do anything too hasty (DOS) (PSP) 100%
17. Easy when you know how (DOS Glitch)
19. Take good care of my Lemmings (DOS) (PSP) 100%
20. We are now at LEMCON ONE (DOS) (PSP) 100%
21. You Live and Lem (PSP) 100%
23. I've lost that Lemming feeling (PSP)
24. Konbanwa Lemming san (DOS) (PSP) 100%
25. Lemmings Lemmings everywhere (DOS Glitch)
26. Nightmare on Lem street (DOS) (PSP) 100%
27. Let's be careful out there (DOS) (PSP) 100%
28. If only they could fly (DOS) (PSP) 100%
29. worra lorra lemmings (DOS Glitch) (PSP)
30. Lock up your Lemmings (PSP) 100%
Tricky
1. This should be a doddle! (DOS) (PSP) 100%
3. A ladder would be handy (DOS) (PSP) 100%
4. Here's one I prepared earlier (DOS) (PSP) 100%
5. Careless Clicking costs lives (DOS Glitch)
6. Lemmingology (DOS) (PSP) 100%
7. Been there, seen it, done it (DOS 100%) (PSP)
8. Lemming sanctuary in sight 100%
9. They just keep on coming (DOS) (PSP) 100%
10. There's a lot of them about (DOS 100%) (PSP)
12. Bitter Lemming (DOS) (PSP) 100%
13. Lemming Drops (DOS) (PSP) 100%
21. All the 6s (PSP) 100%
22. Turn around young Lemmings! (DOS) (PSP) 100%
24. Tightrope City (DOS) (PSP)
26. I have a cunning plan (DOS) (PSP) 100%
28. Lost something? (DOS Glitch)
29. Rainbow Island (DOS) (PSP) 100%
Taxing
2. Watch out, there's traps about (DOS) (PSP)
3. Heaven can wait (we hope!) (DOS) (PSP) 100%
4. Lend a helping hand.... (DOS Glitch)
9. Perseverance (DOS) (PSP) 100%
10. Izzie Wizzie lemmings get busy (DOS) (PSP) 100%
11. The ascending pillar scenario (DOS Glitch) 100%
15. What an AWESOME level (DOS) (PSP) 100%
16. Mary Pop land (DOS) (PSP) 100%
17. X marks the spot (PSP)
18. Tribute to M.C.Escher (DOS) (PSP) 100%
20. Walk the web rope (DOS Glitch)
21. Feel the heat! (PSP) 100%
22. Come on over to my place (DOS) (PSP) 100%
23. King of the castle 100%
24. Take a running jump..... 100%
27. Call in the bomb squad (DOS Glitch)
28. POOR WEE CREATURES! (DOS) (PSP)
Mayhem
1. Steel Works (DOS) (PSP) 100%
2.The Boiler Room (DOS Glitch) (PSP)
6. One way or another (DOS) (PSP) 100%
10. Pillars of Hercules (DOS) (PSP)
14. Pea Soup (DOS) (PSP) 100%
15. The Fast Food Kitchen... (DOS)
17. Stepping Stones (DOS) (PSP) 100%
18. And then there were four.... (DOS) (PSP) 100%
25. Have a nice day! (DOS) (PSP) 100%
26. The Steel Mines of Kessel (PSP)
30. Rendezvous at the Mountain (DOS)
Special
1. Climb to victory 100%
2. Save the Lemmings with Floaters 100%
8. So near, so far 100%
17. Release is the word
30. The stairs are not floored 100%
31. Quickly now 100%
32. Gather round break away 100%
34. Born a blocker, die a blocker