Vendetta

A group of terrorists have kidnapped a professor working on a bomb as well as his daughter. A few weeks later, they have started to make impossible demands and have threatened to detonate a miniature nuclear weapon if the demands are not met.

The protagonist, initially armed with only a knife, decides to rescue both individuals. Along the way, he collects other weapons and evidence to convince other police officers to let him continue his work, as he heads to an army base, a booby-trapped airplane, and finally central park where the terrorists make the last stand.

Source: Wikipedia, "Vendetta (1989 video game)", available under the CC-BY-SA License.