The player takes control of Albatross, a member of Interpol's "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 (Level 1: Brooklyn, Level 2: Manhattan, Level 3: Harlem and Queens, Level 4: Bronx).
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 start the game from any point in "Story 1" (making the first four stages skippable if desired). On each stage, the player can enter doors to hide from enemies (a feature inspired by Taito's Elevator Action), as well jump over to higher or lower floors with rails, including stairs (a feature reused in Sega's Shinobi). The stages in "Story 2" are essentially harder version 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 a large monitor screen.
The player begins the game armed with a standard-issue pistol, which can be substituted with a fully-automatic assault rifle that allows for continuous firing by holding down the shoot button. The player can find ammunition for either weapon by entering doors which are marked "bullets" or "arms". If the player runs out of machine gun ammo, they will switch back to the pistol. However, if the pistol runs out of ammo as well, then the player can only fire a single slow "chaser" bullets on-screen at a time until more ammo is acquired. Despite the presence of a life meter, the player can only take two physical hits from the enemy: a single hit drains half of the meter and the player is killed instantly when struck by a projectile attack such as enemy bullets or lasers.
The main enemies in Rolling Thunder are hooded soldiers known as "Maskers". Maskers are dressed in various outfits and colors, which determines their strength and attacking pattern respectively. Some Maskers do not shoot, but throw grenades instead, while others will shoot their gun below waist-level. Other enemies include mutated bats, shrieking yellow creatures and lava men. At the end of the tenth and final stage, the player must battle Geldra leader Maboo to rescue Leila and complete their mission.
Source: Wikipedia, "Rolling Thunder (arcade game)", available under the CC-BY-SA License.