nes roms aren't all illegal. There are some games... I'd estimate between 10% and 15%... which the copyright expires on them after a certain number of years and they become freeware. I can't cite any games off the top of my head, but in poking around google, I'm sure you can read up on it more.
Also, some companies that manufacture the games will change the licensing on the games after a certain amount of time, which often times results in free and legal downloads. The original doom and the quake III source engine are two examples of this.
So in my eyes, the OP was a legit question. It is just up to the people who answer to make sure they are not giving any illegal advice before they post.