No, the NES adapters for the SNES and N64 are complete systems that just pass the power and audio/video through to the host console. I have a Tri-Star which lets you play NES/Famicom on the SNES. There was also the Tri-Star 64 which allowed SNES and NES/Famicom games to be played on the N64. The SuperGameboy and GameboyPlayer work the same way.
On the Genesis/Megadrive all of the components of the SMS/Mark3 are there (except maybe the FM synth or something as I recall). The GameGear is esentially Master System hardware so there is no circuit at all, just grounding a set of pins changes it into SMS mode.