Nitro 2 + Alien Soldier:
Magic Key III + Mega Man: The Wily Wars:
Both tested on territory locked games (Alien Soldier, Mega Man, Yu Yu Hakushu Battle) and work fine.
Don't know if I already mentioned this, but there is a code for the Game Genie that will allow you to play Yu Yu Hakushu, which is a territory locked game. I don't know if the same code will work for all others, but it might be worth a try.