Wow, it's been a while!
I don't usually have time for games any more, but, the other day I was going through a few homebrew's on NES and I found...
Bobby Six Seven - The Time Traveling Detective
The gameplay is really simple - just run and shoot, then there's a boss fight at the end of level.
The reason I played to the end is the funny story that the police sheriff-guy tells at the end each level.
Be sure to catch that silly intro, where the fish guy is running in traffic, it's part of the story

best regards,
- dink