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Nazo no Murasame is constructed from five stages. In each stage, you must battle from east to west through the outside of a particular castle until you reach the entrance. From there, you must navigate from the bottom of the castle to one of the rooms at the top of the castle where the castle Daimyo awaits. You must defeat each Daimyo and collect all four colored orbs to gain access to the fifth and final stage. In this stage, you begin inside Murasame Castle, and must battle the Murasame Statue to gain entrance to the stage where the final battle occurs.

Between the outdoor portion of a stage and the indoor portion, you are given a brief rest in a bonus stage. There, all of your remaining time is accrued as bonus points. Once this is finished, you are presented with four stationary Tanookis. Of these four, some will contain ammunition scrolls, while others will contain extra-life providing red pillboxes. However, one Tanooki will terminate the bonus stage, and you will not know which Tanooki that is until you touch it. You may also choose to end the bonus stage prematurely by walking off the left side of the screen.

You must clear the castles in the following order:

• Aosame - Blue Castle
• Akasame - Red Castle
• Ryokusame - Green Castle
• Momosame - Pink Castle
• Murasame Castle

When you defeat Murasame Castle, the game will begin again outside of Aosame Castle at a higher degree of difficulty.