Ugetsu Kitan

The protagonist of the game buys a balloon for a little girl who then suddenly disappears behind a clearing. He sees a ghost image and follows the girl winding up in a mystical world. The game involves clearing it as the protagonist and trying to go back to the real world, at various points in the game this gameplay is interrupted with a story adapted and inspired by the tales of Ugetsu Monogatari that needs to be cleared to continue.
There are three tales to clear. One tale covers a promised meeting between friends, the other tells the story of an unfaithful man's demise and the third tale is about an amnesiac merchant's life in a village.