Downloading lots of ROMs

Hey! I'm a contributor in an open-source project related to Reinforcement Learning applied to video-games (I can share the project repository privately if you want) and I'd like to know if we could download lots (thousands) of ROMs to use them with some integration testing or if that could bring problems to your server. If so, is there any API that we could call or it would be better if we just scrape everything? Thanks in advance!