Well.. not really "strange" of course.
But when I used to travel a lot for my works, I always had my iPaq with me to play games, and a lot of those were thorugh an MSX Emulator.
Playing Zanac-EX in the bus from HongKong to China for example, or late at night another go at Puyo Pyuo in my hotelroom in Thailand 
I played atleticland in the audio video museum in hilversum on a sanyo msx 1..... they had a room for children witch was located on a desk under a high sleeper 
I played some games in the Evoluon. Not really strange I remember playing Athletic Land and Hyper Rally there, on PHilips MSX1 machines of course. I think VG 8020.
Hehehe.. Indeed I also played those games at the Evoluon.
I was back at the Evoluon last month though, for a company party. These days you can rent it for meetings, parties, etc.. Was quite strange to see it again
But where did those Konami's go?? 
If you'd just wonder how often I played SD-Snatcher on my Symbian Series 60 phone when I was on the loo...
Hehe always great to see some old topics revisited. I must say that MSX games on your mobile do greatly enhance the capabilities. Standing in line at the postal office? MSX games. Boring trip on the train? MSX games...
I have played F1-Spirit on the grass at my backyard here in Finland!
(at summertime
)
Maybe my example is the the best one, as Finland is very exotic country to many people around the world!
Have some vague memory, that I played other games too.
Well, Dutch people have really great unique chance to play MSX game in the place which have same name as the game has!!!
And that game is of course "Red Lights Of Amsterdam"...... 