Game tested: Samurai Shodown V Special, that comes with a really bad port from DotEmu. I found it can be played through Retroarch, so we can use CRT shaders (or any other shaders). Seriously, a 2017 release without any kind of filters and no controller re-mapping is really a bad release.

Just create a folder called anything (SNK, for example). Copy samsh5sp.zip and neogeo.zip from the install folder to the new created folder. Download the FB Alpha 2012 NeoGeo core on Retroarch. On Retroarch select than Load content -> (navigate to the created folder) -> samsh5sp.zip. Load the FB Alpha 2012 NeoGeo core. Enjoy! With the game loaded, with the F1 key is possible to configure shaders, remap controls on Retroarch. CRT Lotter is an excellent shader.

With this, we can support SNK releases and play it perfectly, as retro releases should be.

*Note: some releases are good, like Twinkle Star Sprites, but Samurai Shodown is really a bad release, the most bare-bones I have seen so far.

Images:
https://i.imgur.com/zBV7I0B.png
https://i.imgur.com/qLWsx2w.png
https://i.imgur.com/96GJzeZ.png

Thanks. RetroArch is here:
http://www.retroarch.com/?page=platforms

Thank you. I was upset that GOG wouldn't even ask the Devs or SNK to provide a full BIOS so the ROMs could be used in MAME, but this works without needing them.

I hope you don't mind me asking some questions, but is there a way to change the difficulty in the Neo Geo games?

How do you have the emulator save the location where you have the ROMs? I have to redo that every time I boot it up.

Is there a way to get garou mark of the wolf to run in the emulator?

Thanks Lux, I can now play local with just one keyboard.

Retroarch is not specifically designed for playing these games. It's just a fancy frontend that takes other people work, in this case emulators, and makes them into plugins for the frontend, so that it can load these roms. That's not to say it's bad or anything, but it's not nearly the best way to play these games.

It's better than what DotEmu does for sure, which is basically use their own limited emulator, probably based on other people's work as well to run these games.

For the best singleplayer experience, you're better off just getting the latest FinalBurn Alpha and installing it, copying your rom zip files and the bios neogeo.zip to the rom folder and pointing the emulator there. It doesn't have the extremely ugly and clumsy Retroarch user interface and has its own filters and options to mess with. You can get the latest version, a much more updated one than Retroarch uses at https://www.fbalpha.com/downloads/

For multiplayer, Retroarch is again not the best option. You will want to go to play.fightcade.com and get that. That also uses an older Final Burn Alpha like Retroarch, but it has the best multiplayer. And here you have to bear in mind that this is not because of superior netplay or anything, in fact I think Retroarch has made significant strides with netplay, might even be slightly better than Fightcade, but Fightcade has been around for ages, and is a continuation of the old GGPO platform, and that's where the vast majority of the community is and the best players. Fightcade doesn't support all games like Retroarch does either, but it will take a long time for people to switch completely to Retroarch.

One thing is for sure tho, nobody should be emulating these games through DotEmu. Whatever you choose, it should be anything but the default installation. The beauty of SNK games on GOG is that you now actually legit own these roms so you can emulate and play them in far better emulators.