Dynamite Headdy was a late release for the Sega Mega Drive / Genesis in 1994. A rather kooky title by the guys at Treasure (made of ex-Konami staff, who are famous for the legendary Gunstar Heroes title amongst others), this follows the story of Dynamite Headdy and his quest to free his people from the clutches of Dark Demon. Stranger still, this is all told through the medium of puppets and a stage show, so there are plenty of weird props hanging around, parts where Headdy goes behind the scenes and so on. A truely bizarre and compelling title, this went on to be a cult classic.
Even better was the lengthy soundtrack, with some excellent and varied music being squeezed out of the Mega Drive's FM synthesis chip. This is just one good example of the soundtrack and I had a hard time selecting even this one.