Tokyo is the capital city of Japan, a country on Planet Earth. As the seat of government and largest metropolitan area in Japan, it is an obvious choice of setting for Sega Superstars series that focused on the country.
The majority of the Shinobi series is set in Tokyo, with the exception of the Ibakari Province. The city was the home of the Neo Zeed's headquarters and is where Joe Musashi disguised himself as a news vendor in his search for Naoko. After saving his lover, Musashi stayed in the city to keep tabs on the Four Elements, a group of Neo Zeed ninja who had taken up work under the Yakuza.
Tokyo was also home to the first installment of the Eternal Champions series. Aside from being the deathplace of Shadow Yamoto, all nine Champions were sent to 1994 Tokyo to stop Nakano Industries from researching Bio-Key technology and devastating the world in warfare, eventually creating The Overlord. Unfortunately, their actions didn't correct the timeline. It is possible that the future of the Eternal Champions is also set in Tokyo.