Super Mario Advance

Just like Super Mario Bros. Deluxe, beating this game opens a special Yoshi's Egg challenge. There are two Yoshi eggs hidden in each level. Once you collect all of them, Yoshi will appear on the title screen.
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Egg on the title screen
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Status screen
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Yoshi on the title screen

Wario Land 4

This is an unusual cameo. Just shortly before his big return in SSBM, Mr. Game & Watch made a rather large appearance in Wario Land 4. The first sign of his presence is in the first level, where he appears on different signs which explain how to do Wario's moves.
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Down the pipe

At first, that could be any unnamed stick figure, until you reach the first boss. Mr. G&W runs a store, where you can buy a number of weapons to fight the bosses with. The more expensive each weapon is, the more damage it will do to the boss.
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Game & Watch Store

If you buy from him, he will do something very interesting. He will actually follow you into the boss arena with his weapon, then attack the boss with it. Some of his weapons can inflict serious damage on the boss. That nose gives it away. There's no doubt about it, that's definately Mr. Game & Watch. This isn't totally surprising. The people who programmed WL4 also made the Game & Watch games, and has made several appearances in the last few years. He even appears on this games box cover.
-It's Mr. G&W
-The boss is mad now