This Raspberry Pi project for gamers squeezes its hardware into a SNES look-alike controller, no console required
It can play more than just SNES games, too.

One of the coolest things about Raspberry Pi consoles is that they're so small, you can sometimes skip the "console" bit. In fact, if you're skilled enough, you can house all of the hardware within the controller itself, which turns the project into something not unlike those plug-and-play toys, albeit a lot cooler.