Karakuri Kengoden Musashi Lord: Karakuri Jin Hashiru!

When you go to the title screen and choose the first option there, after some introductory text, you normally get four different options to choose from. Those are four unique storylines. After having beaten one, you will get a mark beside it matching the character used to complete it. However, there is also a fifth storyline to be played. To unlock it, you must beat all four previous storylines, and after beating the last of them, continue on to the storyline selection menu where a fifth storyline will be found.