> I vividly remember playing one of the Shinobi games on the Sega Master system, and spent a huge amount of time wandering back and forth in the levels thinking about the townsfolk who occupied various buildings and their work days.

I remember Choplifter for the Sega Master System. Half the fun was the story in my head regarding the hostages, the behind the scenes operation of rescue attempt, etc. And the tragedy of it all going wrong when you'd crash with people on board...