This is awesome. Go to home depot (or lowes, or whereever). You need 3 8 foot long 1" by 6" pieces of no. 2 pine. You also need a 4' x 2' piece of backing material. I use caulk board but whatever you want to use, go for it. Just box the backing piece (2 foot sections on ends, 46 inch sections down the middle). You'll need 3 more 46 inch sections for the shelves. Frame it up square and space them 5 inches apart. NES games fit perfectly sideways, each shelf holds about 63ish game carts for a total of just about 250 carts.
If you're a Genesis guy, replace the 1" x 6" with 1" x 4" and space them closer and the rack holds about 425 Genesis carts. Haven't tried it for anything else yet but due to the low cost of 1x4's and 1x6's plus the pre-made 4x2 backing pieces this is a basic design you can duplicate quickly and have them all look like they belong together. I haven't done the math exactly but one of these would hold several hundred atari/intellivision/coleco carts also.