(After some Googling...)
Oh, it's one of those. Yep, there's a guy selling them in my town centre; yep, they *are* pirate NES consoles with a few dozen built-in games; and yep, they're illegal.
I think they're all imported from China, where piracy is (I think) still legal, but they're not legal here. They infringe Nintendo's NES patents (NES hardware and games).
I've got a couple these, with different designs. One looks like a Quickshot NES controller (but white, the kind of joypad that was remaindered in Tandy's for years) - it has 20-odd games built-in (including Track and Field, Super Mario Bros, etc). One looks like an N64 controller and has a cartridge slot (for Game Axe cartridges, another pirate NES console, this time a hand-held) and a 9-pin socket for a standard Atari joystick.