There are none that I'm aware of, however MAMEgp2x (the GP2X's version of MAME, as you may have guessed) will play Metal Slug 1 and 2, and I think people have been able to play X, 3, 4, and even 5 on GnGEO (the Neo-Geo emulator for GP2X).
Aside from that, I suggest you download DrPocketSNES or SquidgeSNES and playing Contra 3, if you're into something similar to MS.