Rolling Thunder is played across two stories, each containing five stages. When the player reaches the end of the first story, he or she must return to the beginning of the game, making the second story a harder version of the first story. If the player reaches the end of the second story, there will be an opportunity to fight Mabu and see the true end of the game. Each stage must be completed in order, and there is no way to skip stages. However, some versions of the arcade game may be set so that the player can choose to start in any of the first four stages of the first story.
The original version of this game gives you 180 seconds to complete each stage, but the later version only gives you 150 seconds. It also has animated Maskers on the title screen, different music on several of the stages, a "continue" feature and the infamous "torture" scenes between the stages.
If Albatross runs out of machine-gun ammunition, he will switch back to his pistol; however, if the pistol runs out of ammunition as well, he will only be able to fire one slow "chaser" bullet at a time until he manages to acquire more ammunition.
Normally, Albatross can only obtain ammunition from a room the first time he enters it. However, it's possible to obtain ammunition from a door more than once. After you stock up on bullets from a particular room (for example, a Machine-Gun Bullets room), go past the door approximately the distance of two jumps (ensuring that the door is completely off screen). Then go back, enter the room again and get more ammunition.