Do not unzip individual game files; MAME reads them directly from the zip.
By default, the emulator looks in /sdcard/MAME4droid/roms .
Some games (like Neo Geo titles) require a BIOS file (e.g., neogeo.zip ) to be in the same folder as your game ROMs. Performance and Optimization
Often cited as the most reliable source for complete legacy sets. Look for the MAME 0.139 Rom Collection by Ghostware or general "MAME 2010" sets.
This usually means you have the wrong version of the ROM for the 0.139u1 emulator.