Misc. Passwords:
Select the password option at the title screen and enter the following in the 3X4 grid, inputting the password from left to right, starting from the top left corner:

2653 7248 6488 - No Leg Dash, Chill Penguin Defeated
6483 7376 5124 - Storm Eagle defeated
5131 7358 4181 - Spark Mandrill defeated
1556 6642 7448 - Launch Octopus defeated
5447 4177 4536 - Get an extra life tank
1573 5232 7264 - Flame Mammoth defeated
5147 8437 4536 - Armored Armadillo defeated
5151 3427 4261 - Boomer Kuwanger defeated
5583 4618 5824 - All Upgrades, All bosses defeated, 1 turbo heart.
6485 1146 2321 - All Upgrades No bosses Defeated
1422 1412 7756 - Leg Dash,Helmet enhancement with no bosses defeated
4425 7272 3821 - Leg Dash, Helmet Enhancement, No Bosses Defeated
5382 8566 2656 - Leg Dash No bosses Defeated
4768 7258 1871 - Chill Penguin Defeated
4423 8832 7824 - All Upgrades, Chill Penguin Defeated, Storm Eagle Defeated
4653 4688 7884 - All bosses defeated 2 turbo hearts 2 subtanks
3748 8612 5524 - All Subtanks & Hearts, NO Armor & Weapons
4764 8768 7748 - Arm Capsule only 4664 1718 7748 Head Capsule only
4764 5788 3748 - Body Capsule only
5724 8418 3588 - All 4 Subtanks, no armor, no weapons, no hearts
8441 2336 2421 - Everything obtained except Leg Capsule
6431 5168 8171 - Chill Penguin, Storm Eagle, Flame Mammoth, Spark Mandrill, and Armoured Armadillo dead plus slide ability and head capsule.
8441 2176 4423 4 - Sub-Tanks, All Turbo Hearts, All Upgrades, All Bosses Defeated
3475 5668 2581 - To have all Turbo Hearts, all Sub-Tanks, and all Armor Upgrades with no bosses defeated
8447 4666 6156 - All abilities, heart tanks, sub-tanks, all bosses defeated, Zero's buster
4723 2486 1324 - All Bosses Defeated - No Leg/Body/Helmet/Buster/Heart/SubTank
6111 8747 4181 - Have Storm Eagle, Flame Mammoth, Chill Penguin, & Boomer Kuwangtang dead w/ chest, helmet, arms, leg upgrades, 1 sub-tank, & a turbo heart
1764 1488 7748 - First mini-level beaten
8141 2136 4426 - All weapons, sub tanks, hearts, and levels completed
5337 5377 4171 - Chill Penguin, Storm Eagle, and Flame Mammoth dead.
5286 7136 5124 - Chill Penguin and Storm Eagle dead.
2656 5112 3164 - Chill Penguin, Storm Eagle, Flame Mammoth, Spark Mandrill, and Armoured Armadillo dead.
2147 5277 1281 - Chill Penguin, Storm Eagle, Flame Mammoth, and Spark Mandrill dead.
2556 2582 7114 - All bosses except Sting Chameleon dead.
2137 3188 8121 - All bosses except Boomer Kuwanger and Sting Chameleon dead.
3676 4667 5148 - All powerups and armor upgrades, all bosses beaten the first time through.
5778 8422 3577 - Have all your powers, Sub takes, and Heart Takes at the first level.
3733 6838 8744 - Final Sigma Level/Last Battle
7431 3842 8523 - Everthing unlocked ecxept no beaten Sigma
8441 2176 4423 - All Items All Bosses Defeated and Hadoken Fireball
2653 3858 7584 - All 4 Tanks, all heart tanks, and all bosses defeated.
6624 5468 8588 - All armor upgrades, subtanks
5385 7136 6861 - Sting Chameleon defeated
5385 7136 6321 - Opening Stage beat
8437,2788,8161 - everyone accept sting chameleon defeated, 6 heart tanks, 3 armor upgrades, and 3 sub-tanks
1447 1838 1271 - Full armor, 2 hearts, 2 sub-tanks, Chill Penguin, Storm Eagle and Flame Mammoth deafeated
7374 2268 6281 - Beat the top half, and have collected the power ups on the top half.

Zero's Buster:
This is done by not getting the arm Power up in Flame mamoth's stage - Go to Sigma stage 1 and when Zero will die he will give you his buster.

MegaMan Fireball:
Must have Heart Tanks, Sub-Tanks, enemy weapons, and power-ups. Then, go to Armored Armadillo's level. Reach the final mine cart, which launches you through the air at the end of the level. Just before you reach the wall, jump up and climb the wall. At the top, there will be a large Energy Unit. Get it, and then jump into the pit and die. Repeat this step five times. On the fifth time through, a capsule will appear on that same ledge. Dr. Light will then give you a Ryu-style fireball for Mega Man to use.

Stage Secrets:
Some stages are a little different if you beat a certain boss first. If you beat Chill Penguin, the Lava in Flame Mammoth's stage will be frozen. If you beat Storm Eagle, the lights in Spark Mandrill's stage will flicker on and off. If you beat Launch Octopus, Sting Chameleon's stage will be partially flooded.

Stronger normal shots:
Dash while firing your uncharged X-Buster to cause the shot to deal double damage. This is useful when you don't have time to wait for a shot to charge.

Subtank Glitch:
Get three sub-tanks and make sure one of your special weapons has less than full power. Then, with the weapon that has less than full power selected, grab a weapon capsule and immediately hit start. If you did it right, you'll have a fourth sub-tank. Fill it using the same method, just don't over fill or you'll delete it and your third one. It recovers health just like the a normal one.