Ganbare Goemon 2: Chapter 6

The levels here are short and sweet, and the music is pretty cool, too. There's a town to visit, but it's full of scumbags and angry dogs. Best not to hang out there too long. In the final level, there are different routes you can take which lead you through different incarnations of the four castles. You can find the Lord of Edo and the Princess Yuki in one room, while Yae is held in another.