Not as small as The Last Ninja, but when I was a teenager first getting into emulation, I genuinely thought there was a mistake or my download got interrupted when I downloaded Super Mario Bros. 3, because it was only like 500kb [1], and I didn't think it was possible for a game that huge to be less than a megabyte.
It is still impressive to me how much game they could squeeze out of the NES ROM chips.
[1] Or something like that, I don't remember the exact number.