I assume you went from 0.126 to something even higher? (with the u updates perhaps)
Otherwise downloading 0.126 and compiling your own should 0.126 not cause roms to fail.
If you did actually upgrade, then yes it's a very common issue, which is why lots of people tend to freeze their MAME+romset once it's working and then only go through the headache of upgrading when there are irresistible new games or features.
No good dump known errors are fine. you've got the version of the ROM that everyone else has, the mame dev's just know that that copy is bad, but they've worked around the problem as best they can.
When a better copy of that particular rom is found, then everyone will upgrade and your old copy will then error out with a bad checksum.
Not found errors typically mean that the mame devs have added a rom or two to the game. For games that worked previously, this typically means that they added a tiny ROM that probably stored color information or something fairly minor. You will need to find out what file inside the zip it is complaining about, and then hunt that one down and add it to your zips.
Incorrect checksums typically stem from the above "no good dump known". Again, you'll need to find out exactly what file inside the zip is the trouble maker and then go find an updated version of it and replace the file inside your zip.
Just googling on the filename itself (like 85s0392.bin) can sometimes lead you to exactly what you need.