Big Lipped Alligator Moment: Blaze has a dream in Project Y where she has rough sex with Shiva at a bus stop in the rain, following which she gets consumed by her growing powers and proceeds to lay waste to everything in sight. Upon waking up, she concedes that it was a really messed-up dream, and it never gets referenced again for the rest of the saga (although it was partially influenced by her legitimate worry about whether she'd be able to control her developing Ki Attacks). This infamous scene was eventually removed in the March 20th 2014 Updated Re-release of the saga.
Ensemble Darkhorse: Joe Musashi is quite popular with fans of the saga, which in turn influenced his many recurring appearances and his being one of two major characters to survive to the end of Behind the World.
True Art Is Angsty: Matthew Drury's admitted philosophy regarding stories in general; hence, why the saga on a whole ends the way it does (particularly Behind the World).
What Do You Mean, It's Not for Kids?: Although based on the popular Beat 'em Up game series (which itself got various kid-friendly ratings from being for all ages to being for ages 12 and up), this entire saga is decidedly not child-friendly, what with its raw adult language, explicit sexual activity (consensual and not), graphic descriptions of death, blood and gore, Nightmare Fuel-inducing mutilations...yeah. There's even an advisory at the Streets of Rage Online website, where the story can be downloaded, expressedly warning visitors under age 18 not to download or read the story.