Soviet Strike

From Wikipedia

Released in 1996 for the Sega Saturn and the PlayStation.

The game is the first in the series to be set in a somewhat different set of circumstances, where the player is a Commander within a covert military organization called "STRIKE" rather than a United States Army special unit.

Upon the fall of the Soviet Union, the world is suddenly threatened by a fictional former chairman of the KGB referred to as "Uri Vatsiznov," alias "The Shadowman". The villain gathers a large military force to attempt to start a nuclear war, capturing various territories along the former Communist Bloc, and setting up various military installations. The player must free these territories and destroy the increasingly dangerous enemy weapons across five stages, ending with a climactic encounter with the villain in Moscow as he takes control of the May Day Parade and attempts to assassinate president Boris Yeltsin and the entire Russian cabinet, whilst at the same time launching nuclear weapons from the heart of the Kremlin.

This is the first Strike game to feature cinematic cut-scenes, introducing new characters such as General Earle (who leads the organization), "Hack" (who provides technical analysis), Andrea Grey (a STRIKE commando who doubles as a news reporter coordinating cover-ups of STRIKE involvements) and Nick Arnold, your co-pilot - who seems to get into more trouble than he stops. Some of the cut-scenes have an innuendo about the murder of President John F. Kennedy, hinting that he was killed by the military-industrial complex.

This is also the first game in the series to feature actual music whilst the player is flying a mission, rather than just at the end of a mission.