What are you using? (PC, Raspberry Pi, Steam Deck, Android)
Even with the correct set, you may run into a few common pitfalls: mame 078 rom set download link
Arcade romsets are highly interdependent collections of files. MAME developers constantly update, clean, and re-dump arcade chips to achieve better accuracy. If a chip is re-dumped for MAME version 0.100, the old file structure from 0.78 might no longer work. What are you using