I forgot title of this game and I don't remember many details :<
It was side-scrolling platform game. [ /edit: first level from right to left... ]
Few playable characters.
If you lose you could choose next character and try to rescue previous.
But if all your characters stuck in level it's definitive game over (I remember animation of somebody like guard who turn off light in our characters lair).
Thanks in advance
Platform game, several chars [Heroes: The Sanguine Seven]
Obligatory MobyGames link:
http://www.mobygames.com/game/heroes-th ... ine-seven_
http://www.mobygames.com/game/heroes-th ... ine-seven_