The Battle of Olympus

"The Battle of Olympus is a side scrolling, action-adventure game for the Nintendo Entertainment System developed by Infinity. It was published on March 28 1988 by Imagineer in Japan for the Famicom and was titled ~Ai no Densetsu~Oryunposu no Tatakai (~愛の伝説~オリュンポスの戦い The Legend of Love: The Olympus Fight). The North American and European versions were released for the NES in 1990 and 1991 by Brøderbund and by Nintendo respectively. There's also a 1993 Game Boy port of the same game that came out in Europe and was developed by Radical Entertainment.

This game is about a Greek named Orpheus, in Ancient Greece. His love, Helene, was poisoned by a snake and died. Later Orpheus learns that Helene was actually taken by Hades, god of the underworld, to become his bride. Upon hearing this, Orpheus begins his journey to save Helene.

Note that the (European) game's manual calls the hero and heroine Orpheus and Helene, even though the story is clearly based on the legend of Orpheus and Eurydice. Also note that the game allows you to give a custom name to both your hero and his wife, even though the Game Boy version only allows four characters per name - making it impossible to actually call them Orpheus and Helene/Eurydice."

Source: Wikipedia, The Battle of Olympus , available under the CC-BY-SA License.