The Dolled-Up InstallmentContra Force could easily be considered "ContraIN THE PRESENT!" if it weren't for the fact that the localizations of the early games already changed the setting of the series from the future to the present.
The Mystical Ninja/Ganbare Goemon games stars the Japanese folk hero Ishikawa Goemon IN A SCHIZO TECH EDO! Ishikawa Goemon, in turn, is ROBIN HOOD IN FEUDAL JAPAN! All oddness and cultural differences aside, they're actually pretty good.
NeonXSZ can either be described as Descent...IN CYBERSPACE!, or Retrovirus...WITH RPG ELEMENTS, LOOTING AND FACTION ALIGNMENTS!
Penguin Land's Japanese title is Doki Doki Penguin Land: Uchuu Daibouken, which means "Doki Doki Penguin Land: Outer Space Adventure." That's right: the game is literally Doki Doki Penguin LandIN SPACE!
Sid Meierís Alpha Centauri is more of an aversion (and even an inversion), since, while sharing the basic mechanics of Meier's previous Civilization series, the game introduces a lot of new concepts that simply weren't present in the previous two instalments of the Civilization series, but were included in later versions - borders and advanced social policies just to mention two. The fact that the game spends more time on another planet than in space adds to this.