Andrew Krieg's NES Rarity List - good for use as a checkoff list
Battery Savable Games List compiled by JeffD
Comprehensive List for Everything NES Related
European NES Games List by Martin Nielsen
Four Player Games List by JeffD
Game Contents FAQ by the_wizard_666 / Master_Higgins - The most comprehensive list of NES items that includes their contents and Nintendo Item Numbers
Games with accessories (maps, posters, etc.) by JeffD
Unlicensed Games List by Jackalneo
Mike Etler's NES Rarity List v 4.0
NES Rarity List and Price Guide 6.0 by Chris Zawada (Based on Mike Etler's rarity list)
Nintendo of America's [unsorted] official games list (Note to readers: this is incomplete. Although it's an official
Nintendo list, it's unsorted and incomplete).