A Sprite-based Ballet
This review applies to the series as a whole:
Overall/Story: One of the best flashes I've EVER seen. The story you've crafted is epic and dramatic. Rather than play to low-brow humor and violence, you've instead chosen a very serious, sad, heartfelt approach to Flashmaking; with jaw-dropping results. I applaud you.
Sound/Music: Your use of the original videogame sounds in such a dramatic environment seems like an odd choice, but the tragic tone somehow changes those sounds to fit; quirky though they may be. I'm not sure how, but it works.
The real star in this flash is the music. The soundtrack you've chosen drives home the emotional impact so well, I fear what would be without it. Music is so important to a piece like this, you've demonstrated a superb understanding of it.
Graphics: When restricted to the NES's 8-bit sprites, you've managed to use it as a simple visual style that adds so much character. Simple yet expressive, like the masks of Greek theatre. Excellent job.