SNK Playmore still holds rights to Neo Geo titles. They sell official compilations on Steam, Switch, and PlayStation. Downloading a full ROM set is unless you own each original cartridge.
Please note that downloading ROMs may be subject to copyright laws and regulations in your region. Ensure you have the necessary permissions or rights to download and play the ROMs. Additionally, be cautious when downloading files from the internet, and use reliable sources to avoid malware or viruses.