Here's my list of working games:

Advance Wars (first one)
AstroBoy Omega Factor
Defender
Final Fantasy IV
Mario Advanced 4 (No music and pirate ship/underwater levels run slow. Otherwise, great fun)
Mario Kart
Metal Slug Advance
Metroid Fusion
Ninja-Five-O
Zelda A Link to the Past (in game saves don't seem to work, but save-states work fine)