When I was a kid in like 1998 I played this side Scrolling Beat em up game. I don't remember much about it. Unfortunately I do not remember if the player characters used swords or guns but I think they used guns.
What I do know is player 1 was a guy, player 2 was a girl. The second world or mission was a western themed world that I believe took place at least partly on a train. The first world I don't remember as well but I think it was just in a city.
I know I played it on SNES but I'm not sure if it was on other consoles too.
I will add anything else if I can think of it.