Almost all LED/7seg display ones have working internal artwork in MESS already. The VFD games are not possible, you'll need external artwork. Kevin Horton has traced the VFDs to SVG files that we can use, and OG made a tool to convert that to MESS style artwork. It's working good, but it's not up to me to make it public.
If you want better(bezels etc.), ask around the MAMEWorld artwork forum?