I find it absolutely hilarious that the emulation community has found ways of playing a game to setup a section of RAM in such a way that it contains code, and then have the game jump to that code. Furthermore, they have taken it a step further so that the code is actually a sub program to accept controller input to write more code into RAM.
That the new code contains another game (or demo or whatever) within it is the icing on the cake. It's great to watch!
I recommend watching the Pokemon and Super Mario World runs here for good entertainment:
http://tasvideos.org/Movies-C3050Y.html
You can skip the ones that say "game end glitch". They're using the above concepts to have the game jump to the ending credits.