Not if you own the game. Even if it is Nintendo don't care.
Not exactly
http://www.nintendo....sp#download_rom
How Does Nintendo Feel About the Emergence of Video Game Emulators?
The introduction of emulators created to play illegally copied Nintendo software represents the greatest threat to date to the intellectual property rights of video game developers. As is the case with any business or industry, when its products become available for free, the revenue stream supporting that industry is threatened. Such emulators have the potential to significantly damage a worldwide entertainment software industry which generates over $15 billion annually, and tens of thousands of jobs.
As for ROMs themselves and having a 'backup':
Can I Download a Nintendo ROM from the Internet if I Already Own the Authentic Game?
There is a good deal of misinformation on the Internet regarding the backup/archival copy exception. It is not a "second copy" rule and is often mistakenly cited for the proposition that if you have one lawful copy of a copyrighted work, you are entitled to have a second copy of the copyrighted work even if that second copy is an infringing copy. The backup/archival copy exception is a very narrow limitation relating to a copy being made by the rightful owner of an authentic game to ensure he or she has one in the event of damage or destruction of the authentic. Therefore, whether you have an authentic game or not, or whether you have possession of a Nintendo ROM for a limited amount of time, i.e. 24 hours, it is illegal to download and play a Nintendo ROM from the Internet.