Chip and Dale Rescue Rangers. Co-op multiplayer and pretty fun platformer.
Batman. Never played it personally but I hear it's really good for the NES.
Ninja Turtles 2 & 3. Co-op beat-em-ups. First Ninja Turtle game isn't a beat-up-up, and insanely hard. Fun if you like that sort of thing
Castlevania.
Ironsword(Wizards and Warriors 2). A damn hard game, and has very weird quirky gameplay... but yet still very fun. Very nice graphics and sounds, and gameplay is somehow addictive despite being so punishing.
Ninja Gaiden 2. Another one of those insanely hard platformers. Still fun even if you never do beat it.
Punch Out. You get to Punch Mike Tyson.