I believe I had this game on the Sega Game Gear (the only claim to a console I could really have as a kid) and may have even played it at a friend's place on the Megadrive. The music in the game was fantastic, it's hard to describe it since it's a mix of several styles, which is quite an accomplishment with the limited audio you had in the day.
Yuzo Koshiro was the mastermind behind the music. He still composes music for games and live performances of his compositions are sometimes heard during live VGM concerts.
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