I just came across an amazing source on Installer or Cydia (yes for iPhone 2.0) that lets your download NES roms on the iPhone 3G / 2.x.
Add http://m2.iphoneall.org in your Installer Sources to get it!
Add http://mc2.iphoneall.org in your Cydia Sources to get it!
Getting Installer on the 3G iPhone or iPhone 2.x is the same as Cydia. Read here