Extra lives in Snow Base:
After defeating the Frost Walrus (an easy task) you will notice that you can climb the left wall all the way up. Do so, Dash Jump or Double Jump to the right. Use the Lightning Web or Double Jump to reach the cliff. Continue right, picking up Large energy tanks & 1 extra life, until you get to the other side of the cliff. When you’re coming down the cliff do not jump out to the right, hug the right wall using your Air Dash and Wall Skid. (You attempt to hang on the wall but slide down it slowly). You will find a second life, pick it up using the appearing and disappearing ledges. Escape and repeat until you have full lives (9).

MegaMan's Armour:
At the character selection screen highlight MegaMan, then press Circle, Circle, Left, Left, Left, Left, Left, Left, hold L1 + R2 & press Start. Don't release L1 and R2 until the game begins.

Megaman's Ultimate Armour and Nova Strike:
First do the MegaMan's Armour code, then play through the first 2 intro stages. Play the jungle stage, go halfway down the second waterfall and go right. Enter the capsule and you'll get the Ultimate Armour along with Nova Strike and the aerial attack.

MegaMan X:
Unlimited Lives. Go to Frost Walrus stage in Area 1. Now go to the part where the ice passages disappear and turn to the left and get the one-up and repeat the process until you have enough lives.

Zero:
Unlimited Lives. Here's a great tip for you Zero players if you're ever in trouble with the bosses in the game, especially Sigma! To get this, go to the Cyberspace stage at any point and race through the first stage with a Rank "S". Pick up the extra life, go to your weapons menu, and choose Escape. From here, save without continuing and go to Cyberspace again with the same trick. As soon as you get enough lives, you can save whenever you want or, if your lives are nearly depleted, you can choose to go to Cyberspace again before going to the next stage.

Zero's Ultimate Armour:
At the character selection screen highlight Zero. Hold R1 and press Right, Right, Right, Right, Right, Right, Release R1, then hold CIRCLE and press X.