Colonel Ranseier's Odyssey

Colonel Ranseier's Odyssey is just about an action game. It's difficult to precisely define its genre, because the game moves through a few types of gameplay as it progresses. First you have to avoid dozens of enemies but you can't shoot or move backwards. Later in the game you can jump and run, shoot 'em up and so on.
You are also given a choice of the number of lives you get for each act and there is a useful password feature enabling you to start exactly where you left off.