Not sure what you mean by 'background' - are you referring to the frontend's background (EmulationStation) ? If yes, this is part of the theme that's currently active in EmulationStation - you can install other themes that may feature a different background or you can create your own. See the themes page for alternatives - not all themes are covered there, but it should give you an idea of what's available.

@mitu Thanks a lot

Sorry for late reply. Yes that kinda looks like it, but not transparent and for all systems. I suppose it could be worth asking over on the Retroarch forum you think? Thanks again Mitu.

I can't remember any settings for 'wallpaper' in RetroPie - are your referring to the splashscreen or the Emulationstation theme ?

@herb_fargus thanks you! super!

@najkks: EmulationStation has 3 main views: System, Basic and Detailed.

System view is the first view with the white carousel that displays the game system logos. Basic view is the simple GameList view that you get before you scrape any roms. Detailed view is the one that displays all of a games metadata (image, description, playcount, genre, developer, last played, number of players, publisher) that you get once you have scraped your roms.

When a person makes a theme they can specify a different background image for each system (eg: NES can have a picture of Mario, Genesis can have a picture of Sonic), and each View can have a different background image (eg: NES System view can have a picture of Mario jumping, NES Basic view can have a picture of Mario throwing a fireball and NES Detailed view can have a picture of invincible Mario).

However, what you can't have is a different background picture for each game in the GameList (eg: NES Mario Bros. with a picture of Mario, NES Battletoads with a picture of Zitz).

You also have to take into account how much RAM all these images are using. The original Simple theme used large background images for each system like this:
EmulationStation

While using this theme, a person could only have about 10 different systems before it was too much for the Pi and the whole thing would whitescreen.

So, while you can have a different image for each system, and a different image for each view, you need to do a lot of testing to make sure your theme isn't too much for the Pi to handle.

That is why most themes just use a simple repeating pattern (like Carbon) or a simple image with a colour overlay (like Pixel).

Now, having said all of that, if you personally only use a handful of systems (eg: NES, SNES, Genesis, MAME and PSX) then there shouldn't be any problem using a different image for each system. If you want to know how to do this for yourself, there is a How-To in the wiki that you can use to either make your own theme, or just modify an existing one.