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Looks like data for the various songs here:

I'd love to see the process of extracting actual audio from that.

The NES had a memory-mapped APU[1], so the game just sets sound registers to play the appropriate notes, and ticks down a timer until it's time to switch to the next note: https://gist.github.com/1wErt3r/4048722#file-smbdis-asm-L156...

There're tools that can extract audio from snes roms, I'm sure there's something similar for nes.