Sedge, a selection of comic book ads for the NES can be found here,
They haven't got a lot, but some classic ones that I remember seeing in the import US comic that I used to buy here in the UK (Aside from 2000AD, UK comics sucked back then and probably still do, I don't have the money to waste on em' these days!!).
These really are fun. The first ads I remember for games were in comic books for Nintendo in 1984. I'd love to see a collection of those.