Very cool idea, nicely done! You even pulled a classic "let an ally show a new danger by dying", I chuckled!
I did manage to rescue the hostage on the second run. I must say I didn't always know what the police officer's way of entry would be, and in more than one stage I was suprised for him to turn up where he did. Maybe a small 2D map of the room in one corner of the screen, showing the direction of approach, would help here.
I'd also think about adding gun shots when you and the baddies shoot. They just suddenly disappear - the sound might help alleviate that.