Place to find MechWarrior 2 Matches

No, not all games are compatible. Wikipedia says that the game you mention is mostly playable and can be completed albeit with some difficulty: http://en.wikipedia.org/wiki/List_of_Xbox_games_compatible_with_Xbox_360

Basically, if it's not on something like WiiWare, Playstation Network, or Good Old Games, or re-released ala many of the Nintendo era Final Fantasy games, then you're going to have trouble finding copies and the equipment needed to play them. The fact that certain games are simply nearly impossible to purchase anymore is often the excuse for abandonware or ROM sites. It is worth pointing out that if you buy a copy on ebay for $100, the company that owns the game won't actually see any of that money. Whether this goes against your moral compass is up to you.

That said, legally, it'd be against the law if you download a game, even if it's not being sold anywhere. Fortunately, more companies are joining the bandwagon of releasing older games for new audiences, so it's become easier to find old games for sale legally.