Setup emulator so by pressing a key you can take in game screenshots.
run through level while taking screenshots of in game. (IMPORTANT: try to not over step areas, make sure you get a few shots in the same area so that you will have a continuing image EVEN IF IT OVERLAPS, that's OK!)
Unload Rom, Quit emulator
If physically stressed, get a drink of water
Load the FIRST screenshot in photoshop
Ctrl+A, Ctrl+C, Ctrl+V
Delete background layer
Press button for new layer
Resize CANVAS (not image)
Pick your end resolution (1600x1200 is cool even though my monitor can't do it)
If the terror alert goes to Orange, please stop what you're doing and be on hightened alert for possible terrorists.
Start copy/pasting the images from the other screenshots (do it in order) into the main new photoshopping image
Layer things over each other (Helps to turn opacity down to about 40%. You'll notice it's perfectly over lapping when you don't have any blur, but a clear solid overlap that's precise. If you have a game with a weird background that moves oddly from the foreground like most SNES games and SONIC the hedgehog, you're on your own for fixing that... Stick with Nes games for now, they don't do that)
Continue moving and aligning layers of images so it continues to go to the right of the screen
Once done you can pick a color that matches the sky or so and then just fill it in with paintbucket