Lords of Thunder

The game is centered around the world Mistral's confrontation with the re-awakened evil god Zaggart and his minions who have torn the world asunder. A god-knight known as Landis sets off to defeat Zaggart's army in 7 different stages, the first six of which can be selected in a Mega Man level select style. Once the stage is selected, the player selects one of four armors to use, affecting his shots and bombs. Source: Wikipedia, "Lords of Thunder", available under the CC-BY-SA License.