Not every arcade game is contained within a single ZIP file. Some games require extra data:
Full Non-Merged Sets: These are large collections containing every game supported by that version. A non-merged set is ideal because every game file is "standalone." You don't have to worry about missing "parent" files to run a specific version of a game. roms for mame 0139u1
Locate your ROMs folder: In MAME4droid or your PC version of MAME, there will be a folder titled "roms." Not every arcade game is contained within a single ZIP file