[Primer9]

So everyone downloads emulators and games, but is and has anyone been federally in trouble for dealing with any kind of these stuff.

 

[Hard core Rikki]

Some Rom sites get closed. Reselling is generally always frowned upon, especially when done commercially, where its prosecutable (inot very different from bootleg commerce).
At the level of individual users, ISPs can throthle connections, send notices about unlawful downloads, and similar. It rarely goes further than similar 'trouble', at the personal non-commercial non-redistributing level.

Other than that, emulators are pretty much safe, and created/published by the book, avoiding liabilities.