is there a way to get old console games as ROM plus emulators legally?
If yes, where could I get them?

There were so many great games and many of them were never released in germany, or i did not have money at that time or I heard of good games only many years later.

I collect mostly RPG and I had a SNES, N64, PS1 and PS2.
But I missed many good games even there and SEGA had some good things too.

PS: I don´t know how to get them illegal too.

Legally, probably not however you can always find the roms.

from what i know steam is selling some of the old sega games

Sega does a fair few of their own titles through a proprietary emulator at DotEmu and Steam.

http://www.dotemu.com/en/download-game/4024/sega-mega-drive-genesis-classics-series-1
http://www.dotemu.com/en/download-game/4028/sega-mega-drive-genesis-classics-series-2
http://www.dotemu.com/en/download-game/4035/sega-mega-drive-genesis-classics-series-3
http://www.dotemu.com/en/download-game/4039/sega-mega-drive-genesis-classics-series-4

There are a few other games available on DotEmu not included in those bundles. The Phantasy Star and Shining Force games alone are worth it.

Other than that, the options are limited. Nintendo only sells its own games through the Virtual Console on Wii and Wii U.

You can download a PS1 or PS2 emulator and play games straight from the original discs, if you can pick them up used, but those do require a copy of the firmware ROM which cannot be downloaded legally. pSX, mind you, runs PS1 games without the official firmware.

runs PSP games without the need for official firmware, and you can buy games through the Sony Entertainment Network, download them through Sony's own [url=http://mediago.sony.com/deu/download]Media Go app, decrypt them and play them through PPSSPP. Games on UMD will have to be ripped first on a real, modded PSP.

There are also a few PC ports of Saturn and Dreamcast games on Steam like NiGHTS Into Dreams, Jet Set Radio, Sonic Adventure 1+2 etc.

steam also sells the mortal kombat arcade collection with the old titles in it but unfortunately not in germany

On that topic, there are a few arcade collections that were released on disc:

http://www.amazon.co.uk/Empire-Taito-Legends-PC-CD/dp/B000FTQS02/ref=sr_1_5?ie=UTF8&qid=1391696189&sr=8-5&keywords=taito+legends
http://www.amazon.co.uk/Taito-Legends-2-PC-CD/dp/B000E543KY/ref=sr_1_7?ie=UTF8&qid=1391696189&sr=8-7&keywords=taito+legends
http://www.amazon.co.uk/Midway-Arcade-Treasures-Deluxe-Edition/dp/B00HTR1WQI/ref=sr_1_5?ie=UTF8&qid=1391696206&sr=8-5&keywords=midway+arcade+treasures+pc

Midway Arcade Treasures Deluxe is not available in Germany owing to the presence of the first three Mortal Kombat games on the disc. The German version of Taito Legends 1 is missing Operation Wolf and Operation Thunderbolt.

The only legal way to get old Nintendo games is through Nintendo's Virtual Console which is available only through Nintendo's consoles (Wii, 3DS and Wii U)
You'll also find Turbografx and Sega games on Wii's Virtual Console.

And speaking of Sega, aside from DotEmu, you can also try Gamersgate:

MegaDrive Collection 1
MegaDrive Collection 2
MegaDrive Collection 3
MegaDrive Collection 4
MegaDrive Collection 5

Maybe one of Nintendo's new business ideas they've been hinting at will be PC emulation.

Probably not.