Also - http://naha.cool.ne.jp/lolipop (warning for midi on the main page and one popup) updated with more Valis information, as has http://www.dreamlandofvalis.kit.net .
Valis is an ancient game that came out for PC 98, MSX, MSX2, Turbo Duo, and Sega Genesis. It's a platform action game with cinema sequences.
It also has enough yuri implications to drown a small flotilla.
There were four games, and a SD version made. The plot is fairly simple. Yuko, the psychic schoolgirl, is attacked by a demon after a friend at school said some strange things to her. Yuko sensibly screams, and is thrown a sword by someone mysterious. She then fights her way attempting to get to the subway to get home. Instead, she ends up in another world, and meets Valia, a blind prophet woman. Valia gives Yuko a worthless outfit, and asks her to help stop Rogles. Yuko tells her to go do it herself.
Yuko gets sent off by Valia to fight Rogles' troops and regain the peices of a gem. She is eventually stopped by her school friend - Reiko. Reiko fights her, and looses. Reiko tells Yuko to kill her, but Yuko refuses saying that she wants to try to heal Reiko. They swear eternal friendship, and Reiko dies.
Rogles' image appears and laughs at Yuko's anger, and blathers about how Reiko was just a little weak girl. Yuko ties Reiko's bandanna to her wrist, and then Yuko swears to kill Rogles. And she does. She wakes up exactly where she started the game, near her school, but the bandanna is still around her wrist.
In Valis II, Yuko is called to the dreamland again by Reiko, and Valia, revealed to be Yuko's mother, dies during the course of the game. At the end, Reiko swears that she will always be with Yuko, and Yuko wakes back up in the real world.
In Valis III, the story gets very crack filled, and Yuko ascends to the heavens as a goddess. In the fourth game, two sisters fight their way to Yuko, and Lena, one of the sisters, gains Yuko's powers. The other sister dies tragically, and Lena walks off as the new Valis warrior.
I fell in love with Valis I when Reiko died. Her speech was almost timed to the music - a pretty amazing feat for the Genesis.
Edited to fix a link.