At least one of Nintendo's consoles, the Nintendo 3DS, can run with zero proprietary software and with a fully free GNU/Linux distribution setup, Debian GNU/Linux with only the main repository. With custom firmware, the entire normal OS can be wiped and the 3DS will still boot using a free software bootloader made by the community, which can then boot a port of Debian GNU/Linux made for the 3DS. Many people have done this already (though I'm not sure how many people also wiped the unnecessary proprietary OS). Other distros that support the arm cpu architecture like Parabola GNU/Linux can also probably run directly on the 3DS, though I have not yet tested this with my own eyes. The only proprietary software which you then run on the 3DS is the code from the BootROM, but that is, as you guessed it, in ROM. Nothing else is needed, it can run with fully free software drivers made by the community. No blobs are necessary.