The general idea is that the MAME Devs won't put any software into MAME that is newer than two years old, or still very popular in the arcades.
For example, Ms Pac/Galaga came out in 2000 (2001?) but is not in MAME, as it's still very popular. Metal Slug 4 and KOF 2002 are still quite new.
However, you can edit the source, and get these games to work. It's quite easy, and there are several tutorials on the web to show you how to roll your own MAME. The tools you need are even on the mame.net site.