MAME has this philosophy of making the software emulator unable to load a rom if someone made a new, more accurate dump of a rom, or if a part of a machine that can be run as a rom has been dumped and the emulated bit in MAME is thrown away. This happens way more often than you can imagine if you don't play many arcade games.That said I was never that much into MAME, so it may have been easier for me.
There's two ways to deal with this :
either keep an old version of MAME and never use upgraded features, bugfixes etc along with your old roms once you've built a collection of exactly what you want ( this method is popular enough that RetroArch decided to keep multiple MAME cores prefixed by their year of release for the purpose of letting users never think about updating anything. This is also the primary cause of butthurt between MAME developers and RetroArch because MAME devs really hate it when you distribute and keep old outdated roms. )
or download an entire, complete set of ALL mame roms and keep it updated on pleasuredome torrents.
Anything else is just insanity and waste of time.