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tinyE: Is using an emulator piracy? I have NEVER gotten a concrete answer to this!
If you have the game in your collection and you have the machine needed to use ROMs for a given emulator, then I don't see it being illegal, Not a lawyer here, In my personal opinion, and that's all that this statement can be, it's not the emulator that should be considered illegal but the manner of how you obtain the software you are going to emulate.

Again, just my personal take on this kind of thing.