Clive Barker's Jericho

Clive Barker's Jericho sets you somewhere in northern Africa, in a walled city which is not just a walled city but walls within walls within walls. Like Russian dolls, spaces within each other, and trapped inside each space is a slice of time where the warriors of good have gone against ultimate evil and have lost. The first battles encountered on the quest are against relatively modern imprisoned soldiers, while further in are World War I infantrymen, Crusaders and other warriors, each drawn from an earlier historical era than the last.