UPDATE 2022-05-25 (MAME 0.244):
Full 585.25GB CHDs + 70.23GB ROMs + 64.31GB EXTRAs + Quick How to Guide
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There are too many outdated torrents and information, and the CHDs torrent generated by archive.org has garbage padding files and only has files up to 0-9A-C.

I am tired of it and I know you are too, so here are the latest.

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What's new in 0.244:
https://www.mamedev.org/releases/whatsnew_0244.txt

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LATEST TORRENTS (Torrents updated 2022-05-25):

Magnet links:

CHDs 0.243 Full (no changes in 0.244) (Merged, 585.25GB torrent, 100+ seeds):
magnet:?xt=urn:btih:e5aee5d6a78637d2f2bcb1349f876778520943cb&dn=MAME%200.243%20CHDs%20(merged)&tr=http://tracker.opentrackr.org:1337/announce

ROMs 0.244 Full (Merged, 70.23GB torrent, 100+ seeds):
magnet:?xt=urn:btih:ec186559da3ac6f266ad13b521360a43516a5406&dn=MAME%200.244%20ROMs%20(merged)&tr=http://tracker.opentrackr.org:1337/announce

ROMs 0.243 to 0.244 Update (Merged, 7.9MB torrent):
magnet:?xt=urn:btih:e406ed7f61c81ba5ea12796ed7295018680167a9&dn=MAME%20-%20Update%20ROMs%20(v0.243%20to%20v0.244)&tr=http://tracker.opentrackr.org:1337/announce

EXTRAs 0.242 (artwork/cheats/snap/titles/manuals/etc, 64.31GB torrent, 50+ seeds):
magnet:?xt=urn:btih:67189b08addd7dd1675141f8060650de668e24f8&tr=http://tracker.opentrackr.org:1337/announce

.torrent files:

CHDs 0.243 Full (no changes in 0.244) (Merged, 585.25GB torrent, 100+ seeds):
https://archive.org/download/mame-chds-roms-extras-complete/MAME%200.243%20CHDs%20%28merged%29%20Full%20585.25GB.torrent

ROMs 0.244 Full (Merged, 70.23GB torrent, 100+ seeds):
https://archive.org/download/mame-chds-roms-extras-complete/MAME%200.244%20ROMs%20%28merged%29%20Full%2070.23GB.torrent

ROMs 0.243 to 0.244 Update (Merged, 7.9MB torrent, 100+ seeds):
https://archive.org/download/mame-chds-roms-extras-complete/MAME%200.244%20ROMs%20%28merged%29%200.243%20to%200.244%20Update%207.9MB.torrent

EXTRAs 0.242 Full (artwork/cheats/snap/titles/manuals/etc) (64.31GB torrent, 50+ seeds):
https://archive.org/download/mame-chds-roms-extras-complete/MAME%200.242%20EXTRAs%20%28artwork%2Ccheats%2Csnap%2Ctitles%2Cmanuals%2Cetc%29%20Full%2064.31GB.torrent

Individual files download (ROMs + CHDs + EXTRAs):
https://archive.org/download/mame-chds-roms-extras-complete

Tracker with the most seeds (100+):
http://tracker.opentrackr.org:1337/announce

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QUICK HOW TO GUIDE (Guide updated 2022-05-27):

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STEP 1 - Basics
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1) Download and install MAME ( https://www.mamedev.org/ )
2) Know that:
a) MAME considers CHD files as ROM files, CHDs are just bigger ROMs
b) MAME doesn't care where you put the CHDs or ROMs as long as all ROMs/CHDs directories are added to the rom path configuration.
c) That means you can add the torrent directories to MAME, and update MAME's database while ROMs/CHDs are being downloaded one by one, you can also pick which ROMs to download first, read how to do this below.

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STEP 2 - Download the ROMs and CHDs
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1) Install and run qBittorrent ( https://www.qbittorrent.org/ )
2) In qBittorrent, click [open url] or [add magnet link], a box will pop up.
3) Paste into the box the two magnet links from above, one line per link ( magnet:?xt=urn:btih:xxxxxxxxxxxxx... )
4) Click [Download] or [OK] to close the box.
5) You should now see in the qBittorent [Transfers] tab there are two torrents being added, [MAME 0.2xx ROMs (merged)] and [MAME 0.2xx CHDs (merged)].
6) If you have waited for a minute and the torrents are not downloading, manually add a torrent tracker to each torrent, so that qBittorrent knows what peers/seeds to download from, do this by:
a) From qBittorrent [Transfers] tab, select one of the torent ([MAME 0.2xx ROMs (merged)] or [MAME 0.2xx CHDs (merged)])
b) Click the [Trackers] tab (between [General] and [Peers])
c) Right click anywhere in the tracker list for a pop-up menu
d) Click [Add a new tracker...], a box [List of trackers to add] will pop up.
e) Paste the following tracker URL into the box and press [OK]: http://tracker.opentrackr.org:1337/announce
f) You should now see [http://tracker.opentrackr.org:1337/announce] in the tracker list, watch the [Peers] and [Seeds] column, there should be more than 100.
g) Do this once for the ROMs torrent and once for the CHDs torrent.
7) Continue to the next step while the torrents are downloading.

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STEP 3 - Find out where the ROMs/CHDs .zip files are downloaded to
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There are 2 paths: The ROMs (70+GB) and The CHDs (500+GB). Do these steps to find both:
1) In qBittorrent: In the [Transfers] tab, right click the torrent name [MAME 0.2xx ROMs (merged)] or [MAME 0.2xx CHDs (merged)], you should see a small pop-up menu.
2) Left click [Open destination folder], a file manager should pop up.
3) In the file manager, look at the directory location ('directory' is also called 'folder' in windows).
4) Do it once for the ROMs and once for the CHDs, remember these 2 directories for the next step.

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STEP 4 - Add BOTH ROMs and CHDs directories to MAME
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Set MAME's ROMs directory to the two directories qBittorrent is downloading to:
1) Go to MAME's main screen (restart MAME if not sure)
2) Double click [Configure Options]
3) Double click [Configure Directories]
4) Double click [ROMs]
5) Double click [Add Folder]
6) Browse the directory tree using the [UP/DOWN/ENTER] key to select the correct directory (remembered from previous step).
7) Once you have found the final correct directory, just highlighting it is not enough, you must press [Enter] to enter it first, otherwise you'll just set the parent directory instead.
8) Once INSIDE the correct directory, press the [TAB] key on your keyboard to set the directory in MAME.
9) Double click [Return to Previous Menu]
10) Double click [Save Configuration]
11) Do this once for the ROMs directory and once for the CHDs directory. You need to add both directories for all ROMs to work.
12) If you are also downloading the partial update torrents (e.g. MAME - Update ROMs v0.2xx to v0.2xx), then you also need to add the update torrent's download directory by repeating step 1 to 10.

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STEP 5 - Decide on what ROMs to download and how often do you run audits in MAME
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Now that the ROMs/CHDs are downloading and the correct MAME directories are configured, you want to audit the download directories in MAME so that it will find all the newly downlodaded ROMs/CHDs .zip files.

During the audit, MAME will find the newly downloaded ROMs/CHDs .zip files and update MAME's internal database, newly downloaded ROMs/CHDs will show up in the [Available] section in MAME.

Depending on your goal and available time/bandwidth, you have 3 options:

1) Slow + Complete:
Wait for all ROMs/CHDs to be downloaded and update MAME database once (this takes much longer to see the ROMs from MAME because the file pieces are downloaded randomly across all files); or

2) Quick:
You only select a few favorite ROMs/CHDs to be downloaded, then update MAME database. You do this by going to qBittorrent, in [Transfers] tab left click a torrent (ROMs or CHDs), click the [Content] Tab, Tick/Untick ROMs/CHDs to download/not download (e.g. only tick 1941.zip, everything else unticked); or

3) Quick + Complete (Recommended):
You select all ROMs/CHDs to be downloaded, but you also enable 'Download in sequential order', so that all ROMs/CHDs will be downloaded one by one. Set your favorite ROMs/CHDs .zip to 'Maximum' priority so your favorite ROMs/CHDs will be downloaded first. Update MAME database once in a while after a new bunch of ROMs/CHDs are downloaded. You get the best of both worlds. Do this by:

a) Configure qBittorrent to download .zip files one by one:
In qBittorrent [Transfers] tab, right click a torrent, then select [torrent options...], then tick [Download in sequential order] and click [OK]. Do this once for the ROMs torrent and once for the CHDs torrent.

b) Configure qBittorrent to download your favorite ROMs first:
In qBittorrent [Transfers] tab, left click a torrent (ROMs or CHDs), click the [Content] tab, find your favorite ROM/CHD file (e.g. 1941.zip) and click on [Normal] in the Download Priority column, it'll pop up a selection of [Do not download/Normal/High/Maximum], select [Maximum]. Do this to EACH ROM/CHD .zip file you want to complete download first. (e.g. 1941.zip is on 'Maximum' priority while everything else is on 'Normal' priority)

This combination downloads ALL ROMs/CHDs sequentially one by one, and lets you to play your favorite ROMs first while the rest are downloading.

Each time one or a bunch of the ROM/CHD .zip reaches 100% download, you can goto MAME and audit the download directories, it'll add the new ROMs to the [Availabe] section, which brings us to the next step (audit ROMs/CHDs directories).

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STEP 6 - Audit the ROMs/CHDs directories and update the MAME database
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1) (In MAME window) Click the magnifying glass and select [Audit media for all XXXXX machines]
2) Wait for MAME to audit all ROMs and CHDs directories
3) The newly downloaded ROMs/CHDs will now show up in the [Available] section.
4) For subsequent audits, select [Audit media for X machines marked unavailable] instead in step 1, this skips the known completed ROMs and reduces audit time.

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STEP 7 (optional) - Install MAME Extras
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You can add extras such as in-game/title screenshots (snap/titles), cheats, etc to your MAME installation, you have two options:

1) The hard way:
This method is too complex and time consuming for the average MAME user, and is only recommended for those determined to chase after the absolute latest, for everyone else, wait a while for the new version of EXTRAs torrent to be released (see 'The easy way' below).

Download and install each extras component manually and set up your own perfect MAME, e.g. visit https://www.progettosnaps.net/snapshots/ and download [Snap > Full-Set 0.240 (pS_snap_full_240.zip)] and [Titles > Full-Set 0.240 (pS_titles_full_240.zip)] and the smaller 0.24x update packages. Decompress the snap zip, find the directory with 40000 .png files, move all the .png to MAME's [snap] directory. Decompress the titles zip, find the directory with 40000 .png files, move all the .png to MAME's [titles] directory. snap and title .png files have the exact same filename, don't mix them up. Get the cheat.zip from ( http://cheat.retrogames.com/mame_downloads.htm ), decompress it to MAME's cheat directory. You can also manually download and install the latest cabinet/flyers/manuals/etc.

2) The easy way (Recommended):
Get all the cabinet/cheats/manuals/snap/titles etc from a single [MAME Extras] torrent, it is not updated as regularly as MAME binary/ROMs/CHDs, but this way will save you a lot of work.

It doesn't matter if the MAME Extras are a few versions behind, the differences are minimal, you just see blank title/snap images on the newest ROMs, the rest works just fine. To add extras to your MAME, do this:

a) Download the [EXTRAs 0.xxx Full] torrent listed above, or

b) Copy the [EXTRAs 0.xxx Full] magnet link above (magnet:?xt=urn...)

c) In qBittorrent's window: If you downloaded the .torrent file, click [Open] and select the .torrent file then click [OK], if you copied the magnet link, click [Open URL], paste the link into the box then click [OK].

d) Set cheat.zip, snap.zip and titles.zip to [Maximum] priority in the [Content] tab if you want them to complete first.

e) Decompress the cheat.zip/titles.zip/snap.zip etc to MAME's root directory, it'll create the correct sub directories.

f) Restart MAME and check the result. If you don't see the cheat/title/snaps, double check that the decompressed directories and MAME directories configuration are the same, often the extra sub directories from the .zip aren't needed, so you move the files one parent directory above (\snap\snap to just \snap, \cheat\cheatxxxx to just \cheat).

g) To enable cheats:
i) (In MAME's main window) Click [Configure Options]
ii) Click [Miscellaneous Options]
iii) Set [Cheats] to [On]
iv) Click [Return to Previous Menu]
v) Click [Save Configuration]
vi) From now on when you are playing a ROM, press the [TAB] key and you should see [Cheat] in the menu.

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STEP 8 - Play and enjoy
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That's it, play your favorite ROMs and enjoy.

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Credits to pleasuredome for the magnet links, it also has a lot of other MAME data sets:
https://pleasuredome.github.io/pleasuredome/mame/
Guide by Rompacker:
https://archive.org/details/@rompacker

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Thanks for uploading this. I've noticed that non of the CPS2 games load in mame for me. I'm using retroarch and mame - current core. It complains about missing files. Do you get this too?

There are torrents available for this already that don't require anything special. This isn't here for free games.

Can we please have a torrent option for download?