Sega has been re-releasing its back catalog of Genesis / Mega Drive games as part of the Sega Forever collection on a bi-weekly basis. Gunstar Heroes is the latest game in the lineup, though actually being able to play the game is another problem altogether.
As with previous Sega Forever releases, the game is actually running inside an emulator. Unfortunately, that emulator is itself running inside Unity, which results in less than stellar performance. In terms of emulation, this is approximately more dumb than shoving an emulator in a Java applet. (Trust me on this.) The emulator itself has tenuous HID support, as Matthew Sholtz noted in his article about Ristar, "The face buttons work fine, but the d-pad and analog sticks were useless."
That said, if you are comfortable with on-screen controls, as Treasure games go, this is quite likely the best there is. All of you waiting for McDonald's Treasure Land Adventure will need to continue waiting patiently.
As with other Sega Forever titles, you can play for free, but cloud saves and ad removal is $1.99. Curiously, all Sega Forever releases are unavailable in Japan.