According to Official Guinness Records,
The first run and gun game to use characters from a movie was Rambo: First Blood Part II on the SEGA Master System. The game was originally released in Japan under the title Ashura and had nothing to do with Sylvester Stallone’s action movie. When SEGA released the title in America, it licensed the movie brand and swapped the Asian lead character for a Stallone sprite. In Europe, the game was released in its original form as Secret Command,because a Rambo game was already being published by Ocean Software.
For a complete list of 1986 records, please visit 1986 Guinness Records in Japan.