When first announced via Kickstarter, Bloodstained promised Metroidvania action with a cool, female lead -- demon huntress Miriam. However, the Kickstarter took off, becoming over 10x bigger than expected, and along the way a bonus, retro mini-game was unlocked. That game became Bloodstained: Curse of the Moon.
Interestingly, when Curse of the Moon came out, the main character wasn't Miriam (who takes the full lead on Ritual of the Night), but Zangetsu, a sword-wielding demon-hunter. The game revolves around his plot, his quest to remove a curse placed upon him by demons, and an eventual face from grace and redemption arc (of a sort). It's a neat switch up that gives us a different perspective on the series while still, eventually, letting us add Miriam to our nominal party.
Bloodstained: Curse of the Moon
Zangetsu was a skilled sword fighter from (an indeterminated country in) the East. Years before the events of Curse of the Moon, he was attacked by demons one night and given a horrible curse. Swearing vengeance, he took off to find all the demons and kill them, riding the world of their evil and (hopefully) his own curse.
Leaving the East, his journey eventually took him to England and the outer ground of the castle of the demon Gremory. Taking a demonically possessed train deeper into the grounds (because why wouldn't you?), Zangetsu had to do battle with the evil train engine, eventually defeating the beast and rescuing the first of three heroes who joined his cause: Miriam, the demon huntress. As the two ventured further into the castle grounds they rescued the alchemist Alfred and the demon-hunter Gebel. Together, the ventured deep into the demon castle and confronted Gremory, defeating the foul demon king.
Unfortunately for Zangetsu, the dark magic unleashed from the demon's death proved too great a lure for his cursed soul, and the demon hunter took the magic into himself, turning him into the hellish Emperor of Darkness. His partners feld, leaving him to be consumed by the dark energy, allowing him to make his own, new, hell-like realm.
His fate was not sealed, though, for the rest of the party came back to the castle, ready to fight for Zangetsu's life. At the end of his hellish realm, the rest of the heroes confront Zangetsu as he sits upon his throne. He stuns two of them with his dark magic, leaving only Miriam to do battle. She fought hard (with the occasional assistance from the other two heroes when the magic holding them waned), until Zanngeetsu was weakened. Then, Alfred cast a sealing spell binding the dark magic away. This killed Zangetsu's body but freed his soul, sending it on to the afterlife.
Although the official storyline for Zangetsu sees him join up with the other heroes only to then get overwhelmed by the demonic forces at the top of the castle, an alternate way to play the game sees Zangetsu kill all his team mates (instead of joining with them), stealing their powers for his own. In the end, after defeating the demons, he takes their dark power into himself and becomes the Emperor of Darkness. Understandably, since the rest of the team dies in this version but are all alive for the next game in the series, this version of events is not cannon.
In the official ending, after the credits roll, Zangetsu wakes up in a realm that looks not entirely unlike the opening sequel from Mega Man 2. This is likely a reference to Azure Strike Gunvolt, a very Mega Man-like series by Inti Creates, the production studio behind Curse of the Moon. While a fun Easter Egg, it's not assumed that this part of the ending is officiall cannon (at least, not until we see reference to it in a future game).
Bloodstained: Ritual of the Night
Bloodstained: Ritual of the Night has not been released yet. Although bits of the story have already come out, much of what is known about the game is essentially supposition and rumors. Until the full game is released and we can see the final, complete plot of the game, we are unable to write about the story.
Right now, with the ending of Curse of the Moon, it's unlikely that Zangetsu could return for the sequel. However, stranger things have happened, and some fan sites have reported him as a possible character in the game. For now we're leaving this space here, so that once we know more we can adjust this entry accordingly.
Playing as Zangetsu:
Although most of the characters in Curse of the Moon have clear Castlevania analogues (Belmont, Belnades, and Alucard), Zangetsu doesn't easily fit that same mold. Considering there are four characters in Curse, one would have assumed that Zangetsu would have filled the Grant role (if we're comparing to Castlevania III), yet Zangetsu is his own, very different character.
Really, as a sword-wielder with demonic powers (activated via scrolls), the best analogue for Zangetsu is Getsu Fuma, star of Getsu Fuma Den (a Castlevania-adjacent series by Konami), a demon-hunting sword-wielder who travels through Hell. Zangetsu has a name similar to Getsu, and his stage (as a villain) is even very Hell-like, much like the setting for Getsu Fuma's game.
Within the context of Curse of the Moon, Zangetsu is a very middle-of-the-road character. While he's as strong as Miriam, his sword doesn't have the length of her whip, nor are his subweapon scrolls as outwardly useful. He also doesn't have the overall power of, say, Alfred, nor is he as good at exploration as Miriam (with her extra jump height) or Gebel (with his ability to turn into a bat to fly around). He can, however, take more damage than Alfred or Gebel, and his base attack is more powerful. He's usueful has a backup to Miriam if she takes too much damage and/or dies.
Zangetsu, the Emperor of Darkness:
In a nice nod towards the Castlevania series, the lead into Zangetsu's final chamber see the player decend a long stair case, not unlike the long staircase players would traditionally climb upwards into Dracula's Keep.
As a villain, Zangetsu was less of a Dracula from Castlevania (although he does have a spiffy throne in his hell dimension, and he does get to throw his goblet to the ground like Lord Tepes) than the Grim Reaper. Once you intiate battle, Zangetsu's sword grows into a giant scythe and he starts flying around the room, slashing at you and throwing huge, magical blasts. He's a quick warrior, able to cause successive hits of damage to unsuspecting players. Taking him down will require quick wits and good memorization, but even then expect to take a ton of damage before it's all said and done.