As Rambo (protagonist of a well-known series of eponymous movies) you kill ever-respawning enemies and blow up stuff (trees, huts, turrets, etc.), restock your weapons, save the prisoners, steal an helicopter and use it to fly to safety.
You are free to move around (altough there are impassable "invisible borders" delimiting the world you can explore), but enemies never cease to appear from all the sides of the screen (while shooting at you).
You begin with a few weapons and can find some more along the way. Ammunitions are unlimited.
You have to pass through the enemy camp, reach an helicopter, return back to free the prisoners, and finally escape with them.
Every time you are hit (by bullets or by direct contact with an enemy) your energy bar decreases. When it is completely consumed, you die and lose the game.
The final part of the game has you moving the helicopter, trying to reach the base before the fuel is exhausted (in the meantime you are being chased by an enemy vehicle and must outmanoeuvre it).
The game was also released without the Rambo license as Secret Commando outside of North America. The only difference is that the sprites are slightly changed.