What system is the Zero Wing game for? Is there any place that sells old video games that might have it? I need to see what the game containing the funny clip is like.

It's on the Sega Megadrive (akak Genesis.) Head on to one or more of the following sites and you should be able to find a Genesis emulator ("Gens" is pretty good) and a ROM of Zero Wing. Actually not a bad game...

http://www.classicgaming.com/
http://www.emux.com/
http://www.freeroms.com/

Move 'zig'
For great justice

Ah... I can't get enough of that Shockwave movie clip.

Thanks for the links. The game is pretty good. Some bonus footage at the beginning too. :)