Wurm: Journey to the Center of the Earth

Underground Battle Sky: Vazolder (地底戦空バゾルダー) was originally developed in 1991 in Japan for the and soon localized in English as Wurm: Journey to the Center of the Earth. The gameplay includes three different genres: scrolling shooter, text adventure, and platform action.

Story
From the game introduction:

Dan: "We must have slipped through the G-point into the underworld. Aerial mode disabled. We've lost contact with the surface. Our current location is 50 miles [80 km] underground."

Moby: "50 miles underground...? Didn't VZR-2 disappear around this place? We can't go back now. VZR-5... Full power ahead!"