For the backgrounds, cutscenes and all misc stuff I simply use BizHawk's Graphics Debugger, that display accurately the VRAM of the game divided in all its layers, so I can export a png directly. For the levels, it was a little more complicated: first I figured out where the level tiles (16x16) are stored in the RAM, to know exactly which tile IDs the current level has; then I made a Lua script to edit a region to have all the different 1024 tiles in order, so I could take a screenshot of the 16x16 block tileset; finally i made another script that reads the whole level and use the tiles IDs to draw the whole level in a png image, tile by tile. This method seems complicated but is actually easy if you first figure out where the level is stored in the memory and if you known a little bit of Lua. This can be done with many other games.

Wow, that's kind of fast.

The game where you can play as 16-Bit John Goodman.