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You're thinking of Inindo: Way of the Ninja. When you failed to infiltrate the castle, your guy would slide down the wall, and you wasted a day. If you succeeded in sabotage, you got a cutscene of the place burning, and if you infiltrated, you just drop into a room.

 It was actually one of the first SNES games, which is why it looked like an NES game. It's a decent RPG; it's certainly unique in that it merges a JRPG with Koei's strategy games.