You need to have a rom set that matches the version of MAME used

MAME roms change as the program is updated, mostly because the roms are re-dumped over time

a lot of games are still unplayable though due to MAME only having preliminary drivers and for the Wii lack of hardware specs

There are a few ways to go about checking the roms but all involve using a PC to do the checks

clrmamepro a rom auditing tool can be used to check/build/repair rom sets when used with the official Windows MAME binary
Windows GUI ports of MAME can be used to individually audit games and check all the required files are there for each game and you can test playability for said games

Obviously you will want the same version of MAME that the Wii Port is based on