I saw the Super Mario World one before when someone was telling me about a possible exception to a conclusion that I reached in an article about emulators, downloadable code, and app store guidelines. It's similar to an old Pokemon exploit that plays the theme from My Little Pony.
It's too bad that this exploit is open-loop and so timing-sensitive; otherwise, it could be used as a bootloader to get into a state where it's fully under a PC's control. I wonder how hard it'd be to mount a similar jailbreak through Pokemon and a Super Game Boy in the same way that arcade mode of Space Invaders loads itself. Are there any other games that can be jailbroken through the controller any quicker?