2D sidescroller: Everything is in 2D and flat (hand-drawn or pixel graphics), characters only move left-to-right, no sense of depth.
EXAMPLES: Super Mario Bros. 3, Mega Man 2, Mega Man X, Sonic 2, etc.
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3D sidescroller: Characters and backgrounds are in 3D (polygonal graphics), characters only move left-to-right, some sense of depth.
EXAMPLES: DKC Returns, Kirby Returns to Dreamland, Kirby 64, etc.
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3D exploration: Everything is in 3D (polygonal graphics), characters can move freely in all directions, true sense of depth.
EXAMPLES: Super Mario 64, Crash Bandicoot, Spyro the Dragon, Sonic Adventure, etc.
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Isometric perspective: Can be either 2D (sprites) or 3D (polygons). Characters move in a psuedo-3D world where the camera is set in a fixed diagonal perspective.