Small oversight on James' part. Corrected. I'm sure he meant Nintendo consoles, not Nintendo systems period.
The last Contra game on Nintendo systems was obviously Contra 4 (DS). The last console entry in the main series was Contra III: The Alien Wars (April 1992, SNES), while the last Nintendo console entry overall was the spin-off Contra Force (September 1992, NES), which was released here but not in Japan.