as seen on the gamefaqs.com message boards....
The following games are all common:
Balloon Fight
Clu-Clu Land
Donkey Kong
Donkey Kong Jr. Math (common IN THE GAME, I SAID)
Excitebike
Golf
Pinball
Tennis
The following are harder to find, but confirmed:
Baseball
Clu-Clu Land D
Donkey Kong Jr. (Code at www.animal-crossing.com)
Donkey Kong 3
Ice Climber
Punch-Out!
Soccer (Code at www.animal-crossing.com)
Wario's Woods (Found on the GBA island)
Here are the methods of getting the NES games:
2 in the "grab bag" at the start of the first game on the included memory card
Dug up with the shovel, when buried by villagers (check the bulletin board)
Sold by Redd
Tom Nook's Raffle
Buying extras from Tom
eCards, probably
Toy Day (a special festival, I forget the date)
Your Birthday
Given to you for completing a job (VERY, VERY RARE)
Mario Bros., Super Mario Bros. and Legend of Zelda were given out in Japan due to a special promotion. Not likely you'll find them in the U.S. version.