It's still pretty hard to pick up an NES Classic Edition at retail, but if you happen to have one, an industrious Russian hacker has opened the system up. The NES Mini comes pre-loaded with 30 games, but until now there was no way to change or expand that library. User Madmonkey has released the details, which have been translated into English on Reddit.
The method is rather simple as far as hacks go, requiring players to save a game in the Super Mario Bros slot, connect the system to a PC via the included USB cable, and boot the NES Mini into its FEL mode. From there, you have to unpack the system kernel, add your roms, repack the kernel, and flash the system. Aside from any legal issues involving ROMs - they're only legal as long as you own the actual game - any messing with a system on this level could brick your console.
So far, the system doesn't seem to suffer any ill effects from additional games beyond the default 30, though the UI reportedly tops out at 60 games. The system has 512 MB of storage, so you can fit a ton of NES games on there before it'll ever be full. Modders have been at work and have already added Famicom Disk System support.
Nintendo has said that it will not include the ability to buy or add more games to the system, so this it if you want to play Mega Man or Battletoads on NES Classic Edition.