Unlockable Features:
If you beat the game as X, you'll unlock more features.

Play as Vile - Beat the game as X
Megaman X Anime Movie - Beat the game as X

How to gain Zero's Buster:
If you pass over the X-Buster upgrade found in a Dr. Light capsule during the game, you will be rewarded later in the Sigma Fortress by gaining access to Zero's Buster, which is more powerful than the normal X-Buster upgrade. To do this, simply do not enter the Dr. Light capsule containing the X-Buster upgrade, and play the game all the way to the third Sigma level. Upon facing Vile and beating him in a battle, you will speak to Zero and he will give you his buster. This buster shoots a different third level charge shot than Dr. Light's upgrade, which is larger and more powerful.

X's Armor Parts:
Leg Capsule - Flame Mammoth's stage in a small room which can be accessed by jumping up the left side of a wall after falling through the first long fall.

Head Capsule - Chill Penguin's stage beyond blocks that need to be kicked by using the leg upgrade. The blocks are found on the right side of a wall in the base.

Body Capsule - Storm Eagle's stage beyond blocks that need to be broken with the head upgrade. It is after the thin tower you climb.

Buster Capsule - Sting Chameleon's stage after climbing up a cliff in the beginning of the level. The dash upgrade is needed for this. Just destroy the green robot.

The Hadouken Capsule:
Dr. Light's capsule for the Hadoken is located in Armored Armadillo's stage. To get it you must have everything: all armor parts, heart tanks, subtanks, and weapons. You must dash-jump onto the cliff above the boss door and collect the Energy Capsule. Then exit the stage via the boss room. Repeat this four more times. On the fifth time, you must have full life when you dash jump onto the cliff. You'll find an upgrade capsule with the hadouken.

To use it you must have full life and input these commands: down, down-foward, foward + square.