I have had this same problem. It is with Super Mario All-Stars and it is universal between the original release and the updated Super Mario All-Stars + Super Mario World.
My Setup is the following:
Raspberry Pi 2
Sony Dualshock 3 controller (Used both wired and wirelessly)
Asus Bluetooth Adapter
When I run the ROMS they work fine for selecting the game I want to play and the Start Button works when I am given the choice between one or two players. Once I am in the game there is no button activity other than using Start and Select in conjunction to leave the ROM.
Here are some of the other irregularities I have noticed:
-The in game clock is counting down much faster than it should
-The controller issue is constant amongst:
-lr-armsnes
-lr-catsfc
-lr-pocketsnes
-lr-snes9x-next will not run the ROMS at all and dump back to Emulationstation.
These issues were not prevalent in the 3.0 Betas or 3.0 RC1.