Introduction

Live a Live is a neglected gem of snes RPG that was never officially released outside Japan. It was recently translated by a dedicated group of fans, and that translation was even more recently updated into something that resembles proper English. Link at the beginning of the paragraph, don't poke around anywhere except the downloads and music sections for fear of spoilers.

BTW - NO SPOILERS PLEASE. I won't claim anything in the game will blow your mind, but there are plenty of neat moments that you probably don't want spoiled.

The games main gimmick is being divided into 7 seemingly unrelated chapters, each in a different setting and genre. The thread title does not lie:

We have a ninja, a cowboy, a caveman, a wrestler, a psychic mecha-pilot, a robot and a kung-fu monk.

See also the games introduction for illustration: Youtube / Viddler

Or via gif, thanks to forums poster Meat!:

Their chapters are inspired by westerns, sci-fi movies, loony-tunes shorts and wuxia films, among other things. The gameplay in each chapter is also quite different - the wrestlers chapter is a series of matches, the robot chapter has but one real fight to offer, and the ninja chapter is a bit like metal gear in that you can choose to sneak or Rambo your way through.

The cast list and their chapter previews:

(the game boasts an excellent and varied soundtrack. You may want to check out even seemingly fluff pieces like the above)

Ninja: In the Bakumatsu era of feudal Japan... The shinobi remain in the shadows even amidst the upheaval of societal change. To one such man, secret orders are given. Sneak past countless guards and traps to rescue the hostage.
Can he kill 100 men?

Cowboy: In a time when the West was wild, and the criminals were many... A haggard traveler with a price on his head wanders into Success Town, the recent target of a notorious outlaw gang. Work quickly to set up traps and take down the Crazy Bunch!!

Sci-Fi: Behold the transport ship Cognito Ergosum, en route to planet Earth. Inside, a new kind of life-form is being created. The robot created by Kato the mechanic will eventually become involved as events spiral out of control on board...

Kungfu: In ancient China, an aged martial artist lives atop a windy peak. He has begun to feel the need for a suitable successor to his technique. His disciples train hard, but only one will come to harness the master's power...

Mecha: In the not-too-distant future lives a boy with the power to read other peoples' thoughts. His teenage years are troubled and he gets into many fights. And yet over his shoulder silently watches a sleeping giant, the robotic Buriki Daioh...

Caveman: The stone age. The day a free-spirited boy and his friend Gori come of age has arrived... In a time before spoken communication, man possessed a keen nose indeed. Through his sense of smell, man could find any beast or avoid lurking hunger.

Wrestler: A fierce youth has entered a global fighting tournament to experience and learn the combat styles of the world. He will see many unique techniques, and will use them to achieve the ultimate goal: The title of "Strongest in the World!"

Mecha, again:

Knight

Final Chapter

Links, fan-art and other stuff:
Some rare and interesting official art (complete with spoilers, so be warned):
http://www.slow-luv.org/diarypro/archives/341.html

The OST links:

General: