What good is an arcade cabinet if you cannot play arcade games hay!?
Roms are the game programs (or binaries) that contain the information on how a game works. These roms are usually comprised of multiple files and contained within a zip file for ease of maintenance and portability.
MAME supports thousands of different arcade games. Below is a small list of some of my favourites:
It is illegal to use games on MAME that you don't rightfully own. That being said, there are still a lot of websites on the Internet that you can download game roms from.