I'm using the .neo rom. It looked like the foreground was completely missing on those levels. I played through again and it worked the second time. There was also an odd issue when I got to level 5-1. I died and the game went immediately to a Game Over screen instead of letting me continue. I had a bunch of "coins" too so I'm not sure why it did that. I've never played Shinobi before so I'm not sure if that's expected behavior or not.