I’ve placed MAME and a bunch of ROMs on my mp3 player. It’s ready to run from there. Any computer I go to becomes an arcade machine! You could also do this from a USB memory stick. Also, concerning MAME, the current Windows version is kept at this site. I’m not sure why the creators of MAME focus on DOS and leave Win32 as an offshoot. I mean, who uses DOS seriously anymore?
SHHHH!
That link is not for mere mortals!