Having been captured, Rambo is held prisoner by the enemy and tortured until he gives in to their requests. A Soviet official demands that Rambo call his commanding officers and request a rescue operation so that they will enter a trap. Much to Rambo's captor's astonishment, when Rambo finally agrees and contacts his commanders and request a rescue, he threatens to come after them instead. Then the scene changes.
Co to the rescue[edit]
After Rambo is captured, there's only one person who can rescue him from his predicament: Co. She will have to find a way to sneak into the enemy camp and obtain the key to the room where Rambo is being held prisoner. She starts out in a local village (S) . The man outside the hut (A) will tell Co that Rambo has been captured. Co will insist on rescuing him, so the man will give her medicine that can revive Rambo. She must then speak to the next villager to the left. He will offer to sell her a pretty dress in exchange for her rifle. After agreeing to sacrifice the rifle, Co can dress up in an outfit that will convince guards to let her in the camp.
She must leave the village to the left, and talk to the guard outside of the gate. With the dress on, he will permit her to enter. She will arrive in the camp, somewhat to the right side. A strange man will be standing to the right, explaining that the torture room is to the left. (Note that if Co attempts to use the "S" tile on the floor, it will take her back out to the gate.) Head to the left until you find a door which you can access (B), and an official will mistake her for the general's wife. Agree to his mistake, and Co will be able to convince him to give her the key to the prison.
With the key in hand, head to the left, and try the various doors of the huts until you find the one that the key can unlock (C). Once you find it, Co will find Rambo and give him the medicine to restore his condition. Once this occurs, you will switch from controlling Co to being back in control of Rambo. As Rambo, you must immediately begin fighting again and contend with the soldiers who are determined to prevent you from escaping. Beware of soldiers who simply stand around; if you do not kill them with your knife but rather hurt them with another weapon, they will erupt in fire and become much harder to kill. Head back to the right, and continue right until you reach the "S" tile. When Rambo uses it, he will actually end up in new territory.
Outside of the camp, you can run to the left to find an "N" tile that will return you to the camp, but there's no reason to return so head to the right instead. In the next screen, you will run in front of a damaged stone wall as you attack and dodge attacks from enemy soldiers. In addition to regular soldiers, there are men who toss bombs along the ground in your direction. Try to hop over them as you approach him and attack. The next screen to the right looks identical, although the music will change, indicating that there is a boss in the vicinity. When you get far enough to the right, you will be attacked by a man on a motorcycle. Press your counter-attack on the motorcyclist while removing other threats around you, until the biker is defeated, awarding you another heart which ups your maximum health to 400. Once you accomplish this, continue on to the right, running through one screen of forest.
The village and the waterfall[edit]
After running through one more screen, facing only animals, you will reach another village (D). Here you may rest up and restore all of your lost health by talking to the first man. If you wish, you can take advantage of this by returning two screens to the left and attacking enemies until your combat level rises, and visiting the village when you're low on health. However, there's a much simpler level increase method coming up shortly.
Exit the village to the right, and you will arrive in a marsh with the usual jumping Barracuda fish swimming about. To the right of the marsh, you will find yourself at the top of a huge waterfall. The waterfall itself is actually composed of three screens top to bottom. While you can attack the flamingos and insects at the top, your objective is to drop down to the middle layer of the waterfall. You can do this by holding 
while you press 
to jump, or you can simply get hit while standing on the edge of the water. If you happen to fall too far and end up on the bottom, walk back to the left, and you will wind up back at the right end of the marsh. Then turn around and return to the right to get to the top of the waterfall.
In the middle layer of the waterfall, there are a couple of platforms, including a particularly big one towards the right. It sits above a smaller platform that has an "N" tile on it (E). You must reach that tile, so head to the right and stand on the water until you are directly over a single block. Drop down here and jump back to the left to reach the tile. Push 
to enter a cave behind the waterfall.
The cave behind the waterfall[edit]
There are two important features inside the cave entrance. One is the optional boss which awaits you on the left side of the screen. This odd creature appears to be a flaming leopard. It bounces around much like the earlier tigers did, but it also emits fireballs which make chasing after it a little difficult. Keep after it and press your attack using whichever ranged weapon works best for you, and eventually you will defeat it, earning a heart which will raise your maximum health by 100 points. By now, you should have a total of 500 health points.
The second feature of this cave are two falling stalactites that appear just to your right when you enter the cave (F). These two are low enough that you can actually jump up and stab them. Doing so will destroy them and earn you 50 points apiece. Then you can exit the cave and return, only to find that the same two stalactites are back and available for you to attack. With the experience point total for combat level 5 being 3000, you can easily attain this level by exiting and entering the cave 30 times, and it won't take a very long time. If you're extremely ambitious, you can even go for the 6000 points needed for combat level 6, although this will obviously take quite a bit longer to accomplish.
Once you have collected the heart, and possibly reached your desired level of combat experience, proceed to the right through the cave. The second screen contains a bunch of platforms over an eerie green pool. If you happen to fall into this pool, or get knocked in by one of the small bats that flutter through the area, you will be returned to the bottom level of the waterfall, and have to repeat your attempt to access the cave. Make it across, and you will reach a much safer screen, guarded by larger bats that swoop down from the ceiling, only to return. Keep going right, and you will reach another screen with snakes that rise up out of holes in the ground. Assuming you make it safely through this section, you will arrive back outside, on the top of another waterfall.
From this waterfall, you may safely drop down to the bottom. There will be a bunch of soldiers patrolling this area, but more importantly, Co will be waiting for you (G). When you speak to her, she will be delighted to see that you are alright. She will ask where you will go and ask you to take her to America. When Rambo finally agrees, she will be very happy… until the moment she gets shot. Co will pass away in Rambo's arms, leaving him to fend for himself as he searches for a way to get out of the area. If you walk past her without talking to her however, she will live and show up in later cutscenes. You must proceed to the right from here. If you return to the left, you will return to the final section of the cave.
The enemy armament[edit]
Angered by the torture and the loss of Co, Rambo must press on to find an escape. Ahead of him is a major enemy base of operation. He will have to enter the area to find what he needs and get out. To the right of the waterfall is a screen where a turret has been placed on the ground and on the top of a wall. Two soldiers man the area as well. Take out the bottom turret quickly and ignore the one on top. The bullets that they fire are quite damaging. The next screen has the usual assortment of enemy soldiers that you must rush through.
When you make it to the right, the music will change again. You will reach a fence that you must slash a hole in to make your way through. You will be greeted by a gun-wielding soldier and a new type of boss. This robotic sphere is a bit of a menace. It floats through the air back and forth, rising and falling as it pleases. It deposits orbs in the air which rotate around an invisible point that slowly seeks out Rambo's position. You must hit the sphere multiple times in order to knock it out and obtain the heart that it contains. Try to stand on barrels that allow you to occupy the same height as the sphere. Watch your health and be sure to consume any potions if necessary. Once you beat the sphere, you health will be restored, and your maximum health points increases once again, to 600.
From this point, you can explore the rest of the base. There is one door on the screen with the boss your just fought (A), another door on the screen to the right (E), and a helicopter all the way at the far side of the stage (H). The helicopter would be a terrific means of escape… if you happened to have the keys for it. Since you don't, you'll have to search the enemy base to find them. Thus, you must enter the buildings to find it.
Enemy building A[edit]
The first enemy building is accessed through door A. If you enter this door without exploring the screen to the right first, you will be taken to location B on the map above. However, if you explore this building and make it to the bottom level, or if you visit the screen outside to the right of the entrance, you will be taken straight to location D instead.
The truth is that there is very little of value in this building. Two things are true about it. First, most of the defeated enemies will provide you with some kind of ammunition instead of experience points, so you are likely to fill up your ammo supply for nearly every weapon. Second, there is a great opportunity to fill up your supply of medicine, but you only get one attempt at it. In order to accomplish this, you must enter the building such that you arrive at B. There, you will encounter what appear to be hunched over skeletons. If you break all of the boxes in the large pile to the left, you will locate a supply of grenades near the bottom. When you reach the screen to the left, you can attack the enemies in here for plenty of ammunition. But your ultimate goal will be to drop through the floor to the screen below. Once there, make your way to the bottom level and return to the right.
You will end up on a screen where it is possible to fall through the floor to the room below. If you're trying to collect medicine, you don't want to fall through, so make sure you travel along the upper platforms to prevent yourself from falling. If you fall through the floor to the screen below, there is no way to return to the screen above, so make sure you get off the lowest level. Travel to the right side, and you will make it to a room that is predominantly full of barrels. In this room, you will find more hunched over skeletons. The second one in the room, which you encounter around C, will give you one vial of medicine every time you kill it. Leave the room and return as many times as necessary to fill your supply and recover enough lost health.
Once you're done with this task, there's no more reason to stick around. You can return to the screen on the left, and drop down to the lowest level. Down here, there are large enemies that are less dangerous than they appear, but do attack them with caution. You will find the door at location D on the right side. There's no reason to visit the screen to the left, so exit here. Note that this is the door that you will return through from now on. You will never be able to reach location C again to collect medicine.
Enemy building B[edit]
The second enemy building is access through the door at location E. The area outside here is protected by mines (which you can safely detonate with your knife), and strange bouncing orbs that occasionally spin on the ground. They are only vulnerable to attack when they are spinning. When you enter the door, you arrive at location F. This base is a little confusing, complicated by the fact that the screens to the left and right of the entrance are broken apart and look identical.
When you enter the building, you will be greeted by a strange new enemy, a creature that bounces around and occasionally freezes in mid-air, changing color while they do so. They are easy to avoid and safest to attack when they are frozen above the ground. They provide 200 experience points. From the entrance, head to the left, slashing holes in the fences in order to proceed. In the next screen, you will have to climb a set of steps to reach an "S" tile at the top. Use it to visit the green section below. While you can stay up in the top level and access the "N" tile to the right, which returns you to the screen you just came from, you need to drop through the girder to the level below, and access the "N" tile to the left. This will also return you to the previous screen, but it will put you in the lower left section that is cut off from the rest of the screen.
From this location, run to the left. You will be in a room with three doors, one on top and two below. There are bouncing orbs throughout this screen. Make your way to the girder near the center, and drop down to the lower section. Examine the door on the left side (G), and you will find the key to the helicopter. Unfortunately, you will have been seen by the man who was torturing you earlier, and this time, he is looking for a fight. When you exit, the music will change, and you will see a man running back and forth to the right of some crates. To safely defeat the boss without taking any damage, destroy the crates so that the lowest level of crates remain, as well as the lone crate above them on the right. You will be able to slash above this crate and strike the boss (whose head enlarges every time he is hit), and the boss will be unable to touch you. Keep this up until the boss is defeated. You will earn another heart, raising your maximum health to a potential 700.
Once you have the key and beat the boss, drop down once more through the girder on the floor to the screen below. Carefully make your way through the enemies that surround you, and drop down to the lowest level below. You will have to cross three screens to the right, avoiding enemy fire as much as possible and keeping your health up. When you reach the third screen to the right, you will reach a room with a "N" tile on the floor and an "N" tile on the higher level. If you take the higher "N" tile, you will arrive in a section with two crates to the right. Breaking those crates will enable you to collect a medicine. However, this medicine is so heavily guarded, you are likely to sustain an incredible amount of damage just trying to collect it, so it is not recommended that you try.
Instead, use the lower "N" tile to reach the lower-left portion of the screen that is cut off from the rest. Once you reach this location, the exit from the building is exactly one screen to your left. Head left, and slash more holes in the fences to make it through, and return through the door at location F to return outside. Now that you have the key, run all the way to the right outside until you reach the helicopter (H). You will activate the helicopter and take off from the area with the intent to explore the enemy base and rescue another POW. As you do, an enemy helicopter will be in close pursuit behind you…