Many MAME games are variants of the parent rom. Hence you may need multiple roms to run one version of the game.
For example, this game: http://www.mamedb.com/game/fireshrkd
needs a parent rom of fireshrk.zip
To be safe, if you install the full romset it should work.
A popular (good compatibility with mame4all-pi) romset version is 0.37b5
