If you don't need all 10,000+ games (many of which are broken or obscure prototypes), look for curated sets. These usually contain the top 500-1000 popular, working games. 5-10GB
MAME (Multiple Arcade Machine Emulator) is a free and open-source emulator that allows you to play classic arcade games on your computer. Best Mame Roms Pack Download
However, there are specific legal ways to build a collection: If you don't need all 10,000+ games (many