Currently the excellent MAME information and ROM repository MAME.dk is offline. It would appear that their web hosting company went bust.
Update 08/Dec/2003: For those of you who desperately want MAME.dk back, and can’t figure out how to find ROMs by any other means, you can either hit up Usenet (alt.binaries.emulators.mame) or hookup with a ROM burner in your area. Also other suggested reading is alt.games.mame on Usenet. Also this site looks like it could be good for getting individual ROMs.