I had been playing Tetris for months before finally achieving this feat on March 7, 2006. Supposedly, it's the first time anyone in the world has done it.
---Edit Jan. 6, 2008---
This was recorded using the Super Gameboy accessory for the Super Nintendo.
A video of me completing B-Mode Tetris on the gameboy, level 9(heart), height 5. I've done this a few times, but finally decided to post a video of it.
Very grainy proof of the possibilities of level 20 on Tetris for the original game boy. It does NOT show me getting to 999,999 points, but instead proves that it's possible to play at level 20. The levels during play range from 11(heart) to 15(heart) which are the exact same speed as level 20.