Atari ROM files are no longer automatically installed with Gym (or more specifically ALE-Py, which Gym depends on).
AutoROM automatically downloads the needed Atari ROMs from ROM hosting websites into the ALE-Py folder and Multi-Agent-ALE-py folder in a very simple manner:
pip3 install autorom
AutoROM
The specific ROM websites AutoROM pulls from are atarimania.com and s2roms.cc.
If you want to cite this repo for some reason, the bibtex is:
@misc{autorom2020,
author = {Terry, Justin K and Jayakumar, Mario and Black, Benjamin},
title = {AutoROM},
year = {2020},
publisher = {GitHub},
note = {GitHub repository},
howpublished = {\url{https://github.com/PettingZoo-Team/AutoROM}}
}