In the first mission, after you blow up the wagon with bad guys coming
out, you'll pass a building with one or two cleraly-visible prisoners
(depending on how many players are playing). When you get between that
building and the next, look up and you'll see a pair of legs hanging down.
Shoot it and a prisoner will fall down. Save him, and he follows you
around wherever you go until you lose one life. He is invincible and
shoots Street Fighter-like fireballs that home into the enemy. He also
gives you lots of bonus points if you finish the mission with him still