Kamen Rider Decade (the newer Masked Rider in this game) was a 10th anniversary commemorative series for the Heisei Kamen Rider franchise that started in 2000 (the original Kamen Rider #1 was from the Showa KR franchise; Heisei and Showa are periods under the Japanese calendar, and Heisei year 1 = 1989), and definitely one of the better KR shows in recent years.
It's also the shortest amongst all the Heisei KR shows, at just 26 episodes. Typically a KR show runs for an entire year and ends at roughly the 52 episode mark.
The cool thing about Decade is that he can transform into any of the nine previous KR heroes and temporarily use their powers. So for instance, when you played the first stage of the game you saw a lot of KR Decade transforming into this sword guy, who is one of four forms of Kamen Rider Den-O (Sword Form).
However, in the show, before he can freely transform into any of the past KR stars, he first has to go visit that particular KR hero in his homeworld - Decade's story is about him being amnesiac and visiting all these parallel worlds in search of his own homeworld - and solve that particular hero's predicament, which is usually an alternative take on what actually happened in that KR's original series (so if you've watched them all, there's something to look forward to).
The ending didn't really make sense, but it was a pretty cool series over all.