Is it possible to jump over the flag pole in Super Mario Bros? Yes
gametrailers.com
gametrailers.com
I took a very quick look at it. If you search for 'L_GroundArea1', you'll find the level data for area 3-3. Notice the end-of-data marker is $fd. I then searched for this value, and found the 'ProcessAreaData' subroutine compares against it. By the look of it, this routine decodes new level tiles, except if $fd is found, in which case it just leaves the current tile in the buffer.
There's another glitch with the warp pipes that you can enter before the location they point to has been completely loaded at which time you basically warp to a more or less random memory address leading to this:
http://tasvideos.org/1365M.html
In that case though, if you are not really careful, you can actually quite easily crash an emulator which highly likely also would cause the NES to crash.
http://www.donhodges.com/archive.htm
This all looks like child's play now, but 30 years ago this was cutting edge engineering. These arcade board sets generated pretty great games for the era without framebuffers (RAM was hellishly expensive), high-speed CPUs, or a lot of other conveniences we take for granted today.