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[Prine]

Jet Force Gemini 2

Shenmue 3

 

[Soul4ger]

Nope it's a gaiden game. And it was actually the 5th Tengai RPG (6th if you count the canned PC-FX TM3). Series list!

PC Engine Super CD
-Tengai Makyo: Ziria (1989) RPG
-Tengai Makyo II: Manjimaru (1992) RPG
-Tengai Makyo: Fuun Kabukiden (1993) RPG

NeGeo MVS
-Tengai Makyou Shinden/Kabuki Clash (1995) fighting

NeGeo AES
-Tengai Makyou Shinden/Kabuki Clash (1995) fighting

NeGeo CD
-Tengai Makyou Shinden/Kabuki Clash (1995) fighting

Super Famicom
-Tengai Makyou Zero (1995) RPG

PC-FX
-Tengai Makyou: Karakuri Kakutoden (1995) adventure
-Tengai Makyo III: Namida (canceled) RPG

Sega Saturn
-Tengai Makyou: Daishi no Mokushiroku: The Apocalypse (1997) RPG

PlayStation
-Tengai Makyo III: Namida (canceled) RPG

Dreamcast
-Tengai Makyo III: Namida (canceled) RPG

GameBoy Advance
-Oriental Blue: Ao no Tengai (2003) RPG

GameCube
-Tengai Makyo II: Manjimaru (2003) RPG
-Tengai Makyo III: Namida (canceled) RPG

PlayStation 2
-Tengai Makyo II: Manjimaru (2003) RPG
-Tengai Makyo III: Namida (2005) RPG

i-Mode
-Mobile Tengai Makyo (2004) RPG

Nintendo DS
-Tengai Makyo (tba) RPG

PSP
-Tengai Makyo (tba) RPG

...blus tons of cameos in other games (Neutopia, Saturn Bomberman, etc).

I'm aware of the wealth of TM games, but I always thought that The Apocalypse IV was the fourth in the series. My bad, I supposition!