I need help with a nes game i played on the terminator console.They are three persons with three lifes?

its a rare game and is strange.It s not so hard,but a little only the level in china or japan i m not sure what is it.But surely so anyhow,and a strange man with a jacket and a hat follows you sometimes but not always but do not know when he appear in that level.i watched on you tube 100 nes games but i haven t find that game which i search for it.I played that game when i was teen,but i m not sure how the name of that game begins you can not choose the characters the cpu choose the characters in all levels.It s a action game platform or so ,first level begins in a place there are many houses it s night, you can jump and go on the roods and fight with the villains.They are bosses in all levels.In all levels are different villain like exemplary level in a underworld and you fight with mummies or so,the characters in that game that i know for them are a man with a black jacket and a hat and a gun, the second persons is a old granny like a witch or so and she have a hangdog or a piston or a sword such like that the third person i cannon t remember i think that he has a gun or so .I downloaded the nes emulator and need that game to find.I hope somebody helps me to find that game.That are all that i know about that games its a rare game when i can find it.The man that appears in those level is a man like in the nes game goonies 1 that follows you too in the goonies game only that his jacket is blue and hat is too blue.In that game that i search for it with three persons you can too go inside house and go outside i exemplary give the level in china or so .you can go inside the houses,the villains in those level are i think female ninjas and male i m not sure.