I dont remember much, but here it goes. You ould go around killing blowing stuff up, then you would find other guys, pick them up, and then you could switch to them. Each guy had their own weapon.
man i played some game like that on SNES, where you kil stuff and find different people who giives u health powerhelps(or magic cant remember) then u can rotate between them
The only vertical scrollers I can think that don't involve airplanes or spaceships are Total Carnage, Time Soldier, the Ikari Warriors games, and Guerilla War.
I forgot Shock Troopers, which was sort of vertically scrolling, and had multiple characters that each had different weapons. However I don't know that you could pick them up, I think it was just standard character select.
(Well, most likely at any rate. At least it fits your time frame and description. Gain Ground is an old Sega game (recently re-released for the PS2-J) where you controlled one character, and could pick up one other character at a time. Any characters you successfully exitted with would be available on the next level)