SNK Playmore has a Virtual Console of sorts on PlayStation Network. Their NeoGeo Station titles are ports with modern features like online play and save states.
The King of Fighters ’95 just joined the lineup and is available on the PlayStation Store in Japan. You can grab the online enabled PS3 version for 900 yen ($11) or the PSP re-release, which supports ad-hoc brawls for 700 yen ($9). Baseball Stars 2 is also available for the same price.
Neither game has been announced for North America, but our NeoGeo Station could use an update. SNK released a wave of NeoGeo games in December and aside from some late PSP versions they haven’t touched it.