Roms are something we only really get with older consoles that do not use discs. When it comes to discs, the digital version is called an iso. Downloading these is a different story. Its fine when you think about the NES. These games are tiny (smaller than an mp3). This is why emulattion is so popular, it doesnt take much memory. The PS3 has a blu ray drive, which means games can take up to 50GB!
It would cost a lot of money to host files this large for free download like websites do for normal roms. The size alone is the reason why there aren't going to be websites where you can download PlayStation roms. That doesnt mean there aren't ways to obtain them, you will have to find out where to do this elsewhere though.