If you need an overview of what is available in terms of emulators, wikipedia has a list:
List of game console emulators (Wikipedia)
Unfortunately, the list has been radically cut down to the point that it's now almost useless (it only includes emulators that have their own Wikipedia page); here is an older version that provides more information:
Old list of game console emulators
Below are some emulators I personally use, or tried out at some point. You can probably find many of them through your package manager's search function. With others, you have to search the web, or ask here if someone can point you to a package suitable for your Puppy. The ones I have are all fairly old versions, I got many of them from an old, now defunct PuppyArcade repository, so take any of my technical notes here with a grain of salt.
- for many different consoles:
mednafen
Emulator for a variety of game consoles. The program is command-line only, but third party graphical front-ends exist. (No idea how good they are, I never tried them.)
- for NES:
fceux or nestopia (I prefer fceux; when I tried nestopia, its CPU usage was way too high)
- for SNES:
snes9x-gtk or zsnes (I prefer snes9x due to its more "normal" user interface, but I think only zsnes is available via the package manager)
- for Game Boy:
visualboyadvance (vba), gambatte (Gambatte is GB/GBC only; VBA supports all Game Boy versions, but is a command-line program; there is a GUI front-end for it called "vbaexpress")
- for Sega Genesis:
gens (couldn't find it via package manager)
- for Sega Saturn:
yabause (I prefer the leaner GTK version rather than the Qt one, but at least in my case it seems to have occasional trouble with some graphics rendering)
- for DOS:
dosbox svn daum (a variant of dosbox with some extra features like savestates)
- for Atari 2600:
stella (been a while since I used it and can't remember much except that, yes, that E.T. game is really as bad as its reputation...)
- for Atari ST:
hatari (a bit unstable, but it kinda works; pretty fiddly UI that can be brought up by pressing "F12")
- for Amiga:
uae, e-uae (abysmal, it was called "unusable amiga emulator" for a reason; there is a thing called fs-uae now which is supposed to be better; I haven't tried it)