A lot of console games would love to play those games on their Linux box: there are various emulators that can do that. This is a list of open source programs that emulate various game consoles under Linux. Most of listed emulators are multiplatform so you can read the list of supporte operanting systems in the site dedicated to the emulator you're interested in to see if the one you want to use is included.
AdvanceMAME/MESS: Z80, 6502, I86 uP
GnGeo: 680x0, Z80, YM2610
Stella: Atari 2600 VCS
DeSmuME: Nintendo DS
FCEUX: Famicom/NES (NTSC e PAL)
Mednafen: Atari Lynx, GameBoy (Color), GameBoy Advance, Neo Geo Pocket (Color), NES, PC Engine (TurboGrafx 16), PC-FX, SuperGrafx, WonderSwan (Color)
Mupen64Plus: N64
Nestopia: NES/Famicom
TuxBoy: GameBoy/Color
VisualBoyAdvance: Game Boy Advance
ZSNES: Super Nintendo Entertainment System
DGen/SDL: Genesis/MegaDrive
Gens: Genesis/Megadrive, MegaCD and 32X
Gens/GS: Genesis/Megadrive, MegaCD and 32X
lxdream: Dreamcast
MEKA: Sega Game 1000 (SG-1000), Sega Computer 3000 (SC-3000), Sega Super Control, Station (SF-7000), Sega Mark III (+ FM Unit), Sega Master System (SMS), Sega Game Gear (GG), ColecoVision (COLECO), Othello Multivision (OMV)
Osmose: Sega Master System / Gamegear
Yabause: Sega Saturn