The big buff guy with the chaingun, bombs and funny taunts that shows up in some form in every MS game? Everyone seems to nickname him SuperSoldier but his real name is Sgt. Allen O'Neil.
Sophia Greenville was originally going to be the Player 2 character in MS1 but they decided on Tarma Roving instead.
Here's the track listing for the Metal Slug 2 Original Soundtrack:
MS2 OST Track Listings:
01. Title (Title Screen)
A few factoids on the music tracks throughout the MS series:
MS1 contained the track 'Steel Beast 6Beets' as its boss theme for missions 1, 3, 4, 5. 'Assault Theme', which seemed to be General Morden's theme throughout the series (until MS4) was the boss theme for missions 2 and 6 and the level theme for mission 3. 'Final Attack' was the level theme for mission 6. 'Carry Out' was the mission complete theme, 'Gravestone' was the game over theme and 'The Military System was for all missions complete (all of these tracks applied for all games in the series including MSX and MS4).
MS2's tracks are above, of course. The boss themes were A for missions 1, 3, 4, 5 and the Battle Drone battle on 6; B for mission 2; C for mission 3. Also, 'Metamorphosis' played for a short time during the little cinema at the beginning of mission 6-3 where Morden appears (before the Battle Drone fight). The credits had 'Kiss in the Dark' as a theme, by the way.
MSX had practically the same soundtrack as MS2. It sounds like 'Back to the China' and 'New Godokin Street' were remixed just a little. The credit sequence, which displayed artwork from MS1-MSX, had the Metal Slug main theme.
MS3 had a mix of new and old tracks. 'Barracks' was still the player select theme. 'Steel Beast 6Beets' was the boss theme still for mission 1, 2, 3, 4 and during the Alien Master Brain (first fight) battle. 'Metamorphosis' was the theme for the mission 2 pre-boss fight with 6 aliens. 'The Cenotaph' was the theme for mission 4-3, 4-4, 4-5 when going route D (plant mountain -> mummy crypt). 'Assault Theme' popped up in mission 3-2 when going route C (pipe from 2nd missile wall) and also in mission 5-2 (battle with 'Morden'). 'Kiss in the Dark' played during mission 5-4. 'First Contact' played in mission 5-7. 'Final Attack' was again the final boss theme. The credit theme here was the Metal Slug main theme.
MS4, on the other hand, was almost ALL new tracks (not bad ones mind you, but the nostalgic themes like the main theme and 'Assault Theme' are gone). The only tracks that are the same are 'Carry Out', 'Gravestone' and 'The Military System' all for the same purposes.
The Metal Slug main theme was present in some forms in all games before MS4. It was the mission 1 theme in MS1, the credit theme in MSX and MS3, and had two remixes, one in MS2/X as 'New Godokin Street' and another 'jungle' version as the mission 1 theme in MS3.
Also, 'Livin' on the Deck' seems to have been built from the MS1 mission 2 theme and was remixed in MS3 mission 1-2 route B (take the Sub Slug). None of the three versions are really the same, but there are similar instruments and bits where you can hear the resemblances.
"Judgment" sheet music page 2
MS1 Ending Credits lyrics (in Japanese)