YES! Mario World is so fun. I have it on GBA but I don't care, I like using the classic controller for this game. There's something about having the original release that I just truely like.
The NES games work with the wiimote, the ones on snes and n64 require a cube control, or the classic controller add on. Couldn't tell you on the other ones, cause I haven't downloaded a genesis or turbo game yet.