Yes, all games for the NES, Genesis, TurboGrafx and SNES run in progressive scan on any standard CRT SDTV. It's really easy to achieve. All that is done is the flag that tells the TV to go to the next field is never sent, so it draws all 60 images per second on the same field. That's why you can see the scan lines in those types of games. If you look closely, you won't see any flicker like you would on an interlaced picture. Some of the Sega Ages for the PS2 in Japan let you play the games in 240p mode (it is selectable). Sonic 2's two-player screen is 480i, the only game that I know of from that generation to do that. Virtua Fighter 1 for the Saturn (and Remix) are 240p, whereas Virtua Fighter 2 is 480i. Check 'em out.
HDTVs usually interpret 240p as 480i. There isn't any scaling involved, but it just interlaces the 240p anyway and then deinterlaces it and scales it to the TVs native resolution. That's why I play all of my older systems on a CRT SDTV.
I've rented Ys 3 for the Genesis and it did not have an interlaced mode. WTF?