You mean the intro? They wrote to the $4011 register using cycle-timed code, doing that you can play a 7-bit sample at any frequency you code the delays for. It's normally not done because the timing requirements to make it sound clean are extremely strict.
The Skate or Die 2 title screen does the same thing while running other code, and the sample quality suffers a bit.
My Squeedo sound synth does a similar trick, but it gives the NES a sound IRQ (just 5 instructions long) and all the sample data is generated by a coprocessor on the cart, so the NES can keep doing it's thing.