There exist lots of cross-tools for game developing for old consoles such as NES, SNES, Sega, even the newer Sony Playstation and Sega Dreamcast. Also one can get tons of documents about console hardware and different processors. Here's the list of some useful links.
Emulation in general
http://www.zophar.net/
     All from the legal side of emulation. Emulators database, public-domain roms, different utilities for rom hacking, docs about processors and of course cross-development tools. Just jump there to find dev-tools and there to obtain documents & specifications.
http://www.emulation9.com/
     Regardless of the fact that this site is in Japanese it contains simply the HUGE emulators database for all the old consoles and computers. And mark this - the news are updating every day!
Cross-development
http://fms.komkon.org/
     It's the site of famous Marat Fayzullin who's to be told the creator of emulation principles. Here you can find technical and programming information about 8-bit consoles.
http://nesdev.parodius.com/
     The fullest site about NES and SNES programming! Cross-assemblers and cross-compilers, docs and specs for 6502 and 65816 processors, rom samples with sources. You can download there such tools as Fasm v1.0 by Toshi Morita (not the PC Fasm!!!), x816 assembler for 6502/65816, 6502 SDK with sources, Nesasm v1.0, Dasm v2.12 and many more.
http://plg.lrn.ru/console/svalka/
     Strange link... A lot of docs about Gameboy, Gameboy Advance, NES and Sega programming.
http://tv-games.narod.ru/trans.htm
     Here one also can find a lot of info about NES, SNES and Sega, and many tools for rom patching and hacking.
http://emureview.ztnet.com/sega/gentech.htm
     This page is devoted to Sega Genesis. A lot of info about Motorola 68000 and Zilog Z80 processors, and SGCC - Sega Genesis C Compiler (additional tools for this catch from here).
http://www.gbadev.org/
     The most fullest and alive site about Gameboy Advance programming. The program you'd make you can upload to flash-cartridge via USB interface and try it on the real GBA!
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