Folklore.
The gameplay was a LOT of fun at its core, but it still seemed so...Low-budget. Most "cutscenes" were non-voiced in an animated comic-book style, but they seemed poorly put together - the characters really only had a few poses each, and all they'd really do is slowly turn their head or have the camera pan around them. It would have looked amazing if they just used still drawings for the frames.
Also, the boss battles were great - almost Zelda-like, but I was annoyed that both characters had to fight the exact same bosses each level. Even if they didn't want to write more bosses, they could have had a better way to re-use bosses. (Example, the second world of the game is a war world with some steampunk style enemies and a gigantic robo spiderturtle as a boss both characters have to fight. Perhaps the first character you beat it with would fight the normal version, while the second one would get a cutscene as they arrive of the goblins(?) repairing the fallen boss, it stands up - though looking a little broken in some places, but all the while with some new big fucking guns, cue battle)
Wow, wall of text. Oh well...Spiderturtle! (Just wanted to write that again)