Where can you play SNES games without having to download them?
Although the above is correct, it doesn’t explain why. You could try googling such sites hosting such games, but it’s unlikely you will get any results, and here’s why. Even though most NES and SNES games are quite old, Nintendo still indefinately owns the copyright for ALL those games. So yes, it would even be illegal to download or play unauthorized versions of the original Super Mario Bros. game or the original Kung Fu game. Even if such sites were to exist, they may contain nasty viruses or trojans you may not want on your system.