explod2A03 | The Best Way to Learn NES Music: NSFplay @explod2A03 | Uploaded 8 years ago | Updated 20 hours ago
If you're interested in covering or arranging NES music, one of the best tools out there is NSFplay. It comes with a keyboard display that allows you to see the parts as they play in real time.

You can isolate the different voices (from the audio mix and/or the keyboard display), and halve the tempo (up to 8x).

I think one of the most popular methods people use is to open MIDI files in music notation software. But the downside is that the MIDI files you find of NES music are not directly related to the actual game music in any way. They're covers made from scratch, and are often rife with errors or re-interpretations. There's also tons of tons of NES music that hasn't had MIDI arrangements ever made of it as well.

NSF files (nintendo sound format) is the actual original game music, ripped from the ROMs' data, so you're able to study and dissect the original parts.

NSFplay:
http://rainwarrior.ca/projects/nsfplay

NSF files. Asides from some obscure stuff, virtually every NES and Famicom soundtrack is available here:
http://gilgalad.arc-nova.org/NSF-Archive