D4 Enterprise is doing a fine job on the Virtual Console. Especially on games for Neo Geo. That platform still has many good games (which are not fighters) not yet appeared in the VC.

Come on, D4! Shock Troopers, Money Puzzle Exchanger, Over Top, Neo Drift Out, Blazing Star, Viewpoint, Super Dodge Ball... and more.

@Darkrob
Apparently not. I couldn't find a way to do this.

@sinalefa
You can choose up to five lives per credit. The machine allows up to five credits. All in all, 25 lives.
The game also offers data load, and allows you to record and posteriorly start from any of the levels you've already won.