Originally posted by: TDIRunner
For some reason, I thought that a lot of older NES games had that feature to continue. However, Rad Racer and SMB are the only ones I know of for sure that had it.
There are some unlicensed games that have it too. I believe Castle of Deceit and Moon Ranger are two of them. Challenge of the Dragon is another -- it even tells you to "PRESS A + START TO CONTINUE" onscreen after you get a GAME OVER.
EDIT: GameFAQs says you hold A+Start to continue in Casino Kid, but I've never played it so I don't know if that's true.
And, Seicross lets you continue with A+Start.