According to Wikipedia's
List of Konami Code Games, here are the NES games that are known to use some version of the code:
Akumajou Special: Boku Dracula Kun
Contra
Crisis Force
Gradius
Gradius II
Gyruss
Life Force
NBA Give N' Go
Teenage Mutant Ninja Turtles II: The Arcade Game
Teenage Mutant Ninja Turtles III: The Manhattan Project
Top Gun: The Second Mission
Kid Klown in Night Mayor World
Tetris (version published by Tengen)
Tom and Jerry
Zombie Nation