Hey I'm new here, so if this comes across as rude... then I'm sorry.
There's this glitch in the Game Gear version of Captain America and The Avengers that allows you to skip the entirety of 4-1. Now I've only done this glitch on the GG version but the GB version shares a lot of things with the GG version so it might work there too.
The glitch is quite easy in concept it's just the timing to land it is a bit tricky (it's also because I haven't found a good set up for it yet).
To activate the glitch, all you have to do is mash the jump button (pressing jump during a jump will dive kick) before the screen fades out after beating the main boss of scene 3. If done correctly Captain America should be dive kicking rapidly without your input. For some reason, this little glitch causes the cutscene at the start of scene 4-1 to not work properly. Instead of hopping off a ship in a little cutscene, Captain America will just stand around for a little bit before jumping into the bottomless pit (which you wouldn't usually see during normal gameplay). You gain control the moment Cap jumps but you lose a life... However, after losing a life (and re-selecting Cap) you'll start the stage where the cutscene was supposed to happen! Now with full control (and levitating in the air), all you have to do is hold right up until a certain point where you dive kick and boom~! level completed!
I've known about the glitch for a year now and I've been wanting to share it with people who run the game. So, I hope this helps with future runs.
