The player controls Albatross, a member of the WCPO's (World Crime Police Organization) "Rolling Thunder" espionage unit. Albatross's mission is to save a missing female agent named Leila Blitz from a secret society named Geldra located in New York.
Albatross must travel through two different segments or "stories", each composed of five stages, for a total of ten stages. Depending on the DIP switch settings, the player has the option to skip any of the first four stages and start at any point in "Story 1". On each stage, the player can enter doors to hide and take cover from enemies, and he can use crates or other obstacles to take cover from enemy fire.[4] The player can jump over crates[4] or jump up to higher or lower floors with rails, including stairs. The stages in "Story 2" are essentially harder versions of their "Story 1" counterparts, featuring more traps and different enemy placement. At the end of each stage, scenes from Leila's capture and ensuing torture are shown on an in-game large monitor screen.