Surely you've heard of terms like freeware and shareware but perhaps you do do not know what abandonware is. Adandoneware is a term, without any particular legal meaning, that is used to describe software that has either been placed on the public domain by the copyright holders (usually the company that produced it) or that no one is willing anymore to enforce it's copyright. For example some really old games are not sold anymore and the company normally doesn't care if you start making illegal copies since it won't loose any money at all.
There are many sites with huge collections of abandonware. Most of them host old games for DOS or Win9x but you might also find some programs too. My favourite site for abandonware is Abandonia but you can find others by Googling abandonware. I also found this interesting torrent on The Pirate Bay which supposedly contains around 3000 old games but I haven't downloaded it yet...
Before downloading any abandonware make sure that you have installed DosBox (it's the best DOS emulator out there and you will need it to play those old games) and also do not forget to check for alternative versions of the same game that run on modern systems. For example Heretic is a great game but why would you play it on DosBox while you can use ZDoom to run it with higher resolutions etc?
While witting this post I also came across a site that offers $200 to anyone that finds the English version of an old and extremely rare (based on the very few results that Google returns if you search for it) game called Fatal Encounter.
For more info on abandonware you should also read this article from Wikipedia