In Gain Ground, players control one of a set of characters at a time. There are twenty characters, each with different weapons. To beat a level, players must reach the exit point with at least one character or destroy all enemies on the level before time runs out.
Littered across the level are captive characters, which can be rescued by walking over, then escorting the controlled character to the exit point. If a player controlled character is killed, that character turns into a captive, except that they will disappear if the next active player controlled character dies, exits the level without them, or the player has no characters left in their party.
The game is over when all controlled characters in the party are killed without any reaching the exit. However, there are three continues which allow a player to restart the level with their original three characters.
Source: Wikipedia, "Gain Ground", available under the CC-BY-SA License.