Originally developed for Gameboy Advance developers, commercial “linker” devices (like these) allow anyone to copy downloaded game ROMs from your PC to high-capacity blank cartridges, which can then be played on an actual Gameboy Advance.
Most Gameboy Advance ROMs are 32MB or 64MB, which means you can store and play multiple games on a single 256MB cartridge by formatting the cartridge in multiboot mode and using a boot menu provided by one of several software packages.
And since the Gameboy Advance is powerful enough to emulate older systems, you can now play NES, Sega Master System, arcade, and original Gameboy games on your GBA. The thriving Gameboy Advance emulation scene is close to releasing a functional Atari 2600 emulator (another attempt). Hand-held Pitfall or Contra, anyone?