The plot (taking some inspirations from Black Rain) is charactestically threadbare; players assume the roles of Duke and Billy, two New York detectives on the trail of a mob boss, Casterora, who had escaped to Japan and joined forces with the local yakuza. They then team up with Ryu, a Japanese police officer and karate expert, leading to the trio kicking and punching the daylights out of the Osakan underworld.
Duke would later make a cameo as one of the Another Strikers in The King of Fighters 2000.
Burning Fight provide examples of:
- Yujiro Heike, the overweight Yakuza enforcer who puts up one hell of a fight for a guy his weight.
- The "Duffy" enemies, overweight mooks with bulging bellies but are surprisingly quick on their feet, running and slapping at you repeatedly.
- Badass Biker: Late in the game during the pier stage you'll be attacked by biker punks on their cycles, making circles around you and proving to be quite difficult to hit. The game even names them onscreen as "Cycle Gangster".
- Forklift Fu: Enemies in the warehouse will ride on these to attack your characters.
- Cane Fu: Casterora, the Final Boss, can pull some seriously flashy moves with his walking stick.
- Chain Pain: You'll frequently encounter thugs swinging chains at your direction, which they'll use to smash you up.
- Die, Chair, Die!: All Bonus Stages are based on this type of vandalism, and the streets also have the occasional vending machines, oil barrels, and wooden crates that can be trashed. Heck, one area contains a piano you can smash apart!
- Dual Wielding: Nitou Ryuji, the Yakuza enforcer and boss atop the construction site stage wield twin katanas.
- Grievous Bottley Harm: Empty beer bottles are a recurring pickup for you to grab and smash faces with.
- Huge Guy, Tiny Girl: Two of the bosses, Yujiro and Azusa Heike, who appears to be a married couple, shows up to attack you during the game. She's a skinny woman in a Japanese yukata, he's an overweight brute. It's even more evident when you fight them as a Dual Boss late in the yatch level.
- Molotov Cocktail: Halfway in the first stage after you defeated a bunch of mooks on foot, a truck will drive into the screen, and the mook in the truck will continuously throw petrol bombs into the area. You'll need to destroy said truck with your fists.
- Pushy Mooks: The game has two characters, the owner of a porn club found near the end of the first level and a hobo in the third stage, who seemingly mind their own business until you get too close to them, at which point they drop to their knees and plead you to help them (Though the animation suggests something else...). You won't suffer any health loss in the process, but you're unable to move and exposed to attacks from other enemies until you beat them away.
- Traintop Battle: The stage in the Tokyo Metro starts with your character leaping upon a stationary train. Then it starts moving, and some mooks jumps aboard, and you're in for another fight.
- Turns Red: Marshall, the boss of the traintop stage. He fights you while shirtless, and when you inflict enough hits on him, his body visibly emanates a red glow before he thrushes a heavy punch forward that knocks you off your feet, dealing plenty of damage in the process. Your only hope is to dodge by running.
- Wrestler in All of Us: Tom Anderson, the boss of the second stage you fight before entering the mall. He's even dressed like the stereotypical American wrestler and specializes in using grappling moves and suplexes on you.
- Yakuza: They serve as the game's recurring mooks, given the setting in Shinjuku's crime-infested district.