CSU, are you by chance pulling roms from USB?
Just when you say missing roms, I did this, moved my roms to USB and edited es_configuration.cfg but it turns out you need to edit mame.cfg for mame4all as well because one config file pulls the ES menu to list the roms but the mame.cfg is the file used to launch the roms. It was still pointed at /home/pi/ and as such ES could list the rom but on launch it was hitting an empty directory in /home/pi.

hih