I'm pretty sure it's legal in the US if and only if you are the one who dumped the ROM.
http://www.nintendo.com/corp/legal.jsp#download_rom
That site is all grossly biased propaganda, which is of course perfectly understandable. But some of what they say is just retarded.
In addition, the assumption that the games involved are vintage or nostalgia games is incorrect. Nintendo is famous for bringing back to life its popular characters for its newer systems, for example, Mario and Donkey Kong have enjoyed their adventures on all Nintendo platforms, going from coin-op machines to our latest hardware platforms
What in the hell does that have to do with anything? Does that mean that just because I played Mario Kart 64 I have no reason to want to go back and play Super Mario Bros. 3?
I also always thought the classic "'Archival' or 'backup' copies are not necessary and not authorized" in all the manuals. Notice they don't say "not legal".