The legend of Zelda 1,and 2. final fantasy1,2,and 3. and I think dragon quest.
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It Is Possible But No Company Has Released An Adaptor To Allow You To Do This. There Are Many Dual Consoles Out There That Let You Play Both SNES And NES Games But None Of Them Are Perfect.
Like most NES games, there is no way to save your progress in Super Mario Bros.
There have been over one thousand NES games released worldwide.
If your MP5 supports '.nes' games like mine does, then try downlading .nes ROMs... .nes are originally Nintendo Entertainment System files.
On the original hardware, you can't. But through emulation, you can.