A unique classic.
There are two game modes, A and B (of which the only difference is in mode B you can use the controller for the shoot-em-up stages if you don't have an NES Zapper), as well as a practice mode for learning the controls and mechanics. There is also a curious "Sound Mode", which fascinated me as a kid, but seems silly to me now. Why would I want to scroll through and play every single random sound in the game? And the three-stage gameplay - one level is a classic platformer, another a FPS, the next a driving game - might seem a little schizophrenic. Although personally I find it charming, as it seems an attempt to create an almost cinematic experience with this early console video game technology, and to make more realistic the differing circumstances of the chase to rescue Annabelle, as one might find in a similar real-life scenario, hopping from vehicle to foot chase to shootout and back again.
In spite of its flaws - what NES game doesn't have its flaws, compared to today's games? - The Adventures of Bayou Billy is definitely a title worth owning, or at least playing. No, it's not for everyone, and you can't view games from this era through the lens of modern gaming, or they all suck. But as far as NES platformer/adventures go, Bayou Billy is a uniquely-flavored gem that's worth a look and, if you like this type and vintage of game, is sure to be one of your favorites before long.