No man was more foolish when he had not a pen in his hand, or more wise when he had - Samuel Johnson
Called NESCafe, the emulator works through Media Center on the Xbox 360 and it does have limitations. The inventor who goes by the handle "Xexter" has not found a way to add a menu for the roms list so you will have to edit the nes.htm and change to whatever Nes rom you want to play.
This "Xexter" has included a Public Domain rom for testing but claims to have got Zelda1-2, Excitebike, and TecmoBowl working. He says you can find the Roms for these online.
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