Nintendo has stated that it will never release new games for the NES Classic, but some crafty hackers have already figured out an unofficial way to do it themselves.
Disclaimer: The Escapist does not condone piracy in any shape or form, including the illegal download and use of ROMs.
When Nintendo launched its hugely popular NES Classic last year, one of the things that it specifically stated was that no new games would ever be added to the device. However, as usual, hackers do what Nintendon't, with Russian modders having figured out a way to unofficially add new games to the system.
A modder by the name of "Madmonkey" has posted a full guide to a Russian modding forum. His method is what's known as a "softmod" - it doesn't require any actual mechanical or electronic alterations to the hardware - and simply requires the user to have a a save file in the starting slot for Super Mario Bros.
From there it's actually quite simple. You download Madmonkey's software - "hakchi" - and connect your NES Classic to your PC via USB in FEL mode. You can then transfer new games over to the system. A newer version of the software, "hakchi2" from forum user Cluster makes the process even more streamlined, giving players a drag-and-drop interface to install new games.
Of course, as with any system modifications like this, there is the risk that you can "brick" your console. Nintendo has been quite strict with modifications of its consoles in the past, although the fact that the NES Classic has no on-line function means it is impossible for it to specifically target modders.
You also have to own the ROM files for the new games you want to upload to the system, which are of course illegal. Please do not break the law.