No, but the companies can still make some money off those old games, via Nintendo's Virtual Console and Sega's Genesis Collection for example. So they hold onto copyrights even when those games are just sitting in an archive somewhere. Trying to find out about the laws is also a confusing mess as well, with lots of silly rumours like the famous "it's okay if you delete it after 24 hours" and "it's legal if the publisher has stopped supporting it". Long story short, downloading commercial games for free will never be legal unless you own a legal copy (and hell, even that part might be another rumour). Obviously most companies have got bigger fish to fry and I doubt they'll send their lawyers after you for downloading Castlevania III, but no-one here can tell you for sure that you'll never get in trouble for it.