Just to complicate things a little, but for a better general look at the world regional stuff.
Mame gives many games a parent & clone relationship. Clones share ROMs with their parent (and thus other clones). (Actually, there are bios and grandparents too.) Usually the world version (if one exists) is the parent, and the rest of the games are clones.
There are three ways ROMs (the stuff in the zip files) can be stored in ROM sets (the zip files); Mame doesn't care which you use: Split, Merged, and Non-merged. Split is as described (parent all ROM, clones only clone specific ROMs), and most places with roms do it this way (because of bandwidth), and is the default for clrmamepro. Merged combine all of the clones and parents ROMs into the parent's ROM set; some places store this way as it doesn't increase bandwidth, and less zip files to index. It has some problems if a clone and parent ROM has the same name, though. Non-merged is as also mentioned: each ROM set has all the ROMs needed to play. Some people like using this, but the only bonus is if you delete/move ROM sets, the used still work.
If you want to manage ROM (say, update or switch to non-merged sets), use
clrmamepro.
Since mame and mameUI are the same thing (one with an added GUI), if a rom set works in one, it will work in the other as long as: they are the exact same version number, they use the same same rompath (or the romsets are exact copies in the different rompaths), and some specific settings are the same (-rompath and sometimes -bios OTTOMH, but maybe others). So the OP's version numbers are different, or certain settings are different.
edit: pcolson beat me to it, but still posted