Each included game in the Metal Slug Anthology offers game play and game objectives centered around a futuristic battle between two military groups known as the Regular army, and the Rebellion. In 2026, the Rebellion army launches an assault that pushes the Regular army forces to the brink of destruction. With superior numbers of troops and weapons, the Rebels overwhelmed the Regular army in all aspects.

Seeing their disadvantage to carry out direct attacks against the Rebellion, the Regular army then decided to carry out numerous special operations and create certain vehicles to accompany their commandos. As a direct result of this new plan, a newly designed tank code named "Metal Slug" was put into production.

Unfortunately, the Rebellion captured many of the newly produced Metal Slug tanks, and starting using them against the Regular army. With their government and military in shambles, the Regular army gathered its scattered troops and launched a desperate counter attack; recapture the stolen vehicles and use them to destroy the opposition. If the vehicles can't be captured, destroy them.

Your job is to help the Regular army defeat the Rebellion by using a myriad of different male and female characters, vehicles (including various animals and tanks), and weapons.