you must have NG1 unlocked first for this to work

Ninja Gaiden 2
when you're in tairon, go to the ledge above the door to pleasure street, and shoot the face of the big clock with an arrow,( it's facing north west and up from your position)and a chest should appear. Jump down to the street and go through the blue trim door that leads to the spider clan ambush , and open the chest. Blam! NG2. Go to the arcade machine to play!

it's the first " Inside look, Spoilers"

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Unlock Ninja Gaiden 3, the Easy Way

To get Ninja Gaiden 3 the easy way, you must get Ninja Gaiden 2 first. Once you have that, go to the Peristyle Passage, which is the ceremonial room in the Aquaducts, just before your boss fight with the giant fossil bird. It's adjacent to the Hall of Balance. Remember the golden scarab you got on top of the broken pillar? Triangle jump back up there and you'll find the Ninja Gaiden 3 game disc.

Play Classic Ninja Gaiden Games From the Main Menu

You must go to Han's Bar to play the Ninja Gaiden games at first, but there is a way to get the classic games accessible from the main menu. Just beat Xbox Ninja Gaiden while having a classic Ninja Gaiden disc in Ryu's inventory. A new option will be added to the main menu that will allow you to play the old-school Ninja Gaiden games without visiting Han's Bar.