Some emulators require BIOS files (an image of the BIOS of the system..) to run, here you can find most of these hard to find files within a minute.
Sega Dreamcast Chankast Recommended Bios setSega CD+32X Recommended Bios set
Nintendo DS
GBA BIOS - Proper Dump (necessary for some games)
AKUMA'S LAIR: BIOS PAGE
AES4ALL Tools
Sega Saturn BIOS Pack