Last Ninja 3 had pretty badly designed levels, very annoying and confusing.
I love the series but LN3 is by far the weakest entry... the previous two games had much, much more logically laid out areas.
I tried mapping the LN3 levels (the Amiga version, I already knew the C64 levels well enough), and it's quite a headache - it's a bit hard to explain so I'll just post one of the level maps here... if you look a bit at that, you'll see what I mean about confusing levels.
The letters at the exits of the various screens signify where you will end up upon leaving the screen (A leads to another entry on another screen which is also marked with A, etc).