Maru's Mission

Maru's Mission is an action video game released in 1991 by Jaleco for the original Game Boy. It was released in Japan as Hey, Jajamaru! Worldwide Adventure (おいらじゃじゃ丸！～世界大冒険～ oira jajamaru! sekai daibouken?) on September 28, 1990.
It is the first game from the Jajamaru series, aside from the loosely related Ninja Taro, to be released in North America, until the release of Ninja JaJaMaru-kun through the Virtual Console.[1] The soundtrack of the North American version is different from the original Japanese.

Gameplay
Maru's girlfriend Cori is kidnapped and hidden in a secret location. You play as Maru as you move through six levels based on various folklore monsters.

Source: Wikipedia, "Maru's Mission", available under the CC-BY-SA License.