Stinger on NES supports three players, but you need to make use of the expansion port on an older NES (to simulate the Famicom Four-Way play) and a Game Genie code (http://www.gshi.org/vb/threads/4325-Sti ... 29?p=38483). Richard at rahga.com is working on a guide to help out with it.
Similarly you can get 4 player out of Super Dodgeball with this method, as shown on Richard's site. You can also import some Nekketsu games like "Kakutou Densetsu" (excellent 4P brawler) or "Koushin Kyoku - Soreyuke Daiundoukai" which is a funny as hell "foot race" type of game.
For SFC/SNES, there's plenty of good stuff that you already mentioned. I'd possibly add Dragon (funny Bruce Lee fighter for 3 people), Tetris 3, the Bomberman series, the Nekketsu Dodgeball game, and Tiny Toon Adventures: Wacky Sports Challenge (one of my all time favorite 4 player games).
The Genesis/Mega Drive has a few cool 4P (or more) titles. I haven't played any of the NHL games, but some people seem to dig those. Other cool ones to check out are Gauntlet IV, General Chaos, Tiny Toons ACME All-Stars, Yu Yu Hakusho Makyo Toitsusen (this one is BAD ASS), Dungeon Explorer (if you have a Sega CD), most of the Micro Machines games (2 is probably my favorite but I like the level editor found in later ones), and Mega Bomberman.
For the Atari 2600, there's always Warlords.
One game I don't see mentioned a lot is the Tamagotchi game for N64. It's a 4 player "board game" kind of like Mario Party. The language barrier doesn't prevent you from having fun with it, there's a lot of crazy mini-games and it's a pretty enjoyable romp. Check it out if you get the chance.
I'll hopefully check in here later with a few more suggestions, there's too many great multiplayer gems. Also, props for putting Indy Heat on your list, that game is amazing.

