Arcade-like games that have modern long-form progression?

Does anyone know of any games that have arcade-style pick up and play but also feature some element of long form gameplay? This can be in the form of some narrative, a meta game or something in between.

The only example I can think of that I've played is Catherine, a puzzle-arcade game with a visual novel that bridges the game's individual levels.

Indie games or retro games are both applicable.