I tred several solutions - tried a few neogeo.zip files, tried to upload the roms to the fba rom folder instead of neogeo, but it did not help.
Metal slug 1 runs ok, Metal slug 2 works as well, however while attempting to start metal slug 3, 4, 5 - I have a dark screen for a second and then it comes back to the game selection menu.
I also put the neogeo.zip bios file which contains the following files(only to show what bios I am using - I did not extract the neogeo.zip file: I uploaded the complete metal slug roms into the neogeo rom folder: mslug.zip, mslug2.zip, mslug3.zip, mslug4.zip, mslug5.zip, mslugx.zip. I recently got a Raspberry Pi 3 and installed the Retropie 4.0.2.