Cool game! I really like your take on the theme, and the art style! And the core gameplay loop was neat with taking the weapons between the different time periods. I ended up losing, though :\
One thing is that it wasn't exactly clear to me what the victory condition is, like how to know when I had enough of each part and where to go or what to do once I had them. But maybe that's a skill issue. That, and I feel like some background music would go along way toward building the atmosphere. I could imagine the same little tune played in a pan flute / banjo / lute / techno and swapping between those as you move between levels.