World Heroes Anthology sends you throughout the world and throughout history to fight the world's greatest fighters, hence the title. Of course, this is a fighting game, so don't expect too much more from the story. The theme does provide a good bit of variety in the characters though. A Joan of Arc-style female knight, a Japanese ninja, a Pirate, and a Viking are just a few of the characters in the lineup. Unfortunately, the lineup doesn't change very much between games, so it may start to get a bit stale as you play through the series.
One of the game's prominent features is the Death Match mode, which lets you play in an arena full of hazards like spiked walls and saw blade covered floors. It's not just the background that is different, but the health meters. Instead of individual health meters, there is one big "tug o' war" style bar that gets pulled back and forth based on who is winning. What this often means is that Death Match games are long and drawn out, as either side gets close to victory, then has it stolen back again. The time can seem unlimited here because of that. You don't have to play in Death Match mode, but in the event of a dispute between players, there will be a coin toss. This mode is scrapped in the last game in the series.
The series starts to feel a bit more refined and mainstream by the time you get to the final game in the series, World Heroes Perfect. The controls are more modern, and there is even an aerial guard. But overall, no one seems to stand out in this series, and it doesn't feel like a big innovator, even for its time. It's a lot of fun for the cheese value, but if you're looking for a serious fighter, you probably won't find it here.