JT's LIST OF TOP 10 NES GAMES THAT NEVER RECEIVED A SEQUEL
10. Astyanax
This game was a cinematic treat back in its day, with large colorful graphics and cut scenes similar to the quality of those in the Ninja Gaiden games. It’s a little slow moving, but an enjoyable title.
9. Snake Rattle N Roll
This is a fun arcade-style game where you have to eat everything to grow big enough to tip the scales to open the door to the next level. It’s great, except the final levels are brutally difficult.
8. Shatterhand
Excellent graphics matched by excellent run n’ punch gameplay make this game a winner. Plus the name is just about as badass as possible.
7. Gumshoe
I love the music and it has really unique gameplay for a light gun game, as you shoot your character to encourage him to jump and you shoot around him to protect him from dangerous projectiles and falling objects. The soundtrack is great, but it is also appropriate to play this game while listening to 99 Red Balloons instead.
6. Cobra Triangle
This was an excellent boat racer with a lot of variety in the level design. The game is spilling over with creative gameplay ideas. It’s challenging, but rewarding.
5. Kabuki Quantum Fighter
You are a scientist who has transformed himself into raw binary code to attack a computer virus. For some reason your new form appears as your ancient ancestor’s kabuki representation and you whip your hair around as a weapon. If that crazy plotline isn’t enough to interest you in this game, then you are broken.
4. Metal Storm
I love VVVVVV, but when everyone went on about what unique gameplay it had, I kept feeling sad that everyone seemed to have forgotten Metal Storm. Though VVVVVV arguably did more with the gravity flipping mechanic, Metal Storm did it first and kicked a lot of metallic trash around the galaxy in the process.
3. Section Z
I debated this game’s inclusion since it is a port of an arcade game that is vastly different enough that it is almost a sequel, but I just really love Section Z and couldn’t pass up another chance to mention it.
2. Crystalis
One of the greatest action RPGs of the 8-bit era, and maybe of all time. It’s a wonder that this game never saw a sequel. There was a later Game Boy Advanced port that had a few differences though.
1. Journey to Silius
Originally meant to be a Terminator game, but the licensing fell through. This game still turned into something very special that stands on its own without a Skynet to fall back on. I also contend that this has one of the best soundtracks on the NES. I’ve played through this game countless times just because it is so fun to play along to that music.
HONORABLE MENTIONS
The Adventures of Bayou Billy
I originally had this in the top 10, then somehow deleted it and forgot about it until I had finished the list. Maybe it still belongs in there. You can replace it for Astyanax if it makes you feel better. This is a great mix of beat ‘em up and light gun action.
Battle of Olympus
(this game seemed epic at the time, but I tried it again and found it hard to get into. Still notable though)
Faxanadu
(no US sequel, though part of the Japanese Dragon Slayer series)
River City Ransom
(no US sequel, but many Japanese spinoffs and Super Dodge Ball in the US)
The Guardian Legend
(technically a sequel to a Japanese MSX game, but an awesome mix of action adventure and shmup)
Code Name: Viper
(clearly aping from Rolling Thunder, not that this is a bad thing)
Iron Tank
(some consider this game to be related to Guerilla War)
Legendary Wings
(a rare case of an awesome game only released in US, not in Japan. Like Section Z and Bionic Commando, this is another Capcom game where the NES port was better than the arcade original)
Magician
(I remember thinking this was an amazing game at the time because a side-scrolling RPG was a novel idea, but it feels a little clunky as the years have gone by)
S.C.A.T.
(Special Cybernetic Attack Team aka crappiest acronym ever. Still an awesome game though. It’s like a flying Contra, or more accurately like an NES version of Capcom’s Forgotten Worlds, if you haven’t forgotten about that game
)Solar Jetman
(almost made the top 10 for cool physics, but I actually think the very controls that make this game so cool, also make it too hard when the level designs get more complex later in the game).
Vice: Project Doom
(I kept taking this in and out of the top 10. Don’t miss it)
Wurm: Journey to the Center of the Earth
(I loved the anime cinematics as a kid, but the game just hasn’t aged well enough to keep pace with my nostalgia)
Though it's a game boy color port not gba 
Thanks for the additional mentions.