Mystical Ninja Staring Goemon...
That is all
There is a PS2 game that was only released in Japan, but it wasn't two player - which I think is the main appeal of the series and it's a travesty for a Goemon game not to have co-op. Honestly, Konami should just get around to translating Ganbare Goemon 2-4 for the SNES and release it on the VC. Apparently it's super hard for hobbyist translators to do it because of the sheer amount of graphical edits and hacking required to put out an acceptable translation, but there
is one in progress by Aeon Genesis.
There's also a GBA game that isn't that old, but it's awful.