Captain Commando is a port of Capcom's arcade brawler with slightly scaled back features such as missing weapons, vehicles, and fewer onscreen enemies. It plays a lot like Final Fight and has the same bizarre sense of humor but takes it up a notch with a "very cool " blade-wielding mummy-alien and a baby that controls a mech.
Mack the Knife - An alien warrior who is very cool.He attacks very swiftly with his two special knives.
Captain Commando - The leader of the "Commando" team. He not only has a tough body but also a sharp brain. He wears the "Energy Glove" which discharges fire and electricity.
Ginzu the Ninja - A master of Ninjistu. He is very agile and attacks enemies with his sword.
Baby Head - A genius baby who rides on a robot of his own creation. His robot is not only powerful but also agile.
Most of the side weapons were removed from the arcade version, as well as the mechs that you could ride around in.
The huge "women" enemies in the Ninja stage are probably dudes. They make a deep grunting sound when you defeat them. Likely this is a reference to how in ancient Japan women were prohibited from performing in Kabuki theater so men had to play the parts of women instead.
Captain Commando is easily the worst SNES Capcom brawler. Its combat seriously lacks a sense of impact, the mechs and weapons from the original were largely removed, and the graphics and sound are of notably average quality. On the positive side, the challenge is solid, it's fairly long, and the character designs are extremely weird and hilarious.