A casual remark of mine in another thread reminded me of this... My brother and I used to have an LCD handheld game in which a knight had to rescue a princess from a caste (no, it was not Zelda). There might have been a dragon in it, but I'm not sure. The knight started on the right of the screen, had to go down and walk to the left, and climb up onto the castle where the princess was held. I'm not sure about that before mentioned dragon, but I think it (or some other monster) flew between your starting point and the castle. It was a single screen game. I think the casing was blue. Does this ring a bell?