NSF files contain all the songs in an NES game, ripped straight from the ROM. All of these files were originally downloaded from Zophar's Domain.

NSF Files
The Legend of Zelda
The Legend of Zelda.
The Adventure of Link
Zelda II: The Adventure of Link.
Link no Bouken
(49KB ZIP)
Zelda II: Link no Bouken (Japanese version of AoL).

NSF Players
Meridian Advance This is a stand-alone multi-game music format program that supports NSF, SPC, and GBS files.
NEZPlug This cool Winamp plug-in supports many formats, including GBS and NSF.
Nosefart This is a good player, and comes as a stand-alone DOS program or a Winamp plug-in. Download it from Zophar.net's NSF Players page.