GB/GBC/GBA
Initially I used the Retron 5 with some python scripts to extract my gameboy games in fact that was my main reason for buying one but it has since broken since it's a cheap piece of crap. I've since ordered a Flash Boy. You can find one on ebay if you look for one.
Gameboy
Boulder Dash.gb
Pokemon Yellow.gb
Super Mario Land.gb
Super Mario Land 2 (JP).gb
Tetris.gb
Wario Land - Super Mario Land 3 (JP).gb
Yoshi no Panepon.gb
Yoshi no Tamago.gb
Yoshi's Cookie (JP).gb
Gameboy Color
Used same methods as Gameboy and now use the Flash Boy.
Game & Watch Gallery 3.gbc
Pokemon Gold.gbc
Pokemon Pinball.gbc
Pokemon Pinball actually has the oldest save file that's still in tact from my childhood that I've backed up as well, its from 1999
Wario Land 2.gbc
Wario Land 3.gbc
Gameboy Advance
I used a Nintendo DS with a R4 card and a homebrew program called GBA Backup Tool and just backed them up via the GBA slot.
You can find the homebrew program here
Konami Krazy Racers.gba
Pokemon Emerald.gba
Pokemon Ruby(German).gba
Pokemon Sapphire.gba
Wario Land 4.gba