Games : What side scrolling platformers with shooting while walking (and maybe flying too) are there?

I'd really like to find/see a game where you can walk and shoot with interesting yet somewhat realistic feeling mechanics (Another World had that nice dual use gun that also made shields) - there's way too much platformers where you can do all sort of crazy stuff and I can't get immersed into such fantasy worlds where there's too many unbelievable things going on at once.

Now if you could then have points in the game where it changes genre into something like Carrier Air Wing and then later into some sort of space game, that would be epic : eg. you could fly to some sort of "death star" and then go flying inside the death star and dock inside it etc. All completely in 2D.