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I'm using the .neo rom.  It looked like the foreground was completely missing on those levels. I played through again and it worked the second time. There was also an odd issue when I got to level 5-1. I died and the game went immediately to a Game Over screen instead of letting me continue. I had a bunch of "coins" too so I'm not sure why it did that. I've never played Shinobi before so I'm not sure if that's expected behavior or not.

I'm playing it on a NEOSD MVS cart and levels 2-1 and 2-3 are all messed up. The foreground and background are out of alignment so it makes it hard to get through the levels.