Highlight Megaman at the character selection screen. Then hold [Down] and press F.
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Dark Zero
Highlight Zero at the character selection screen. Then hold [Up] and press F.
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Ultimate X Armor
Highlight X at the title screen, then hold [Up] and press C. After you pass the introduction level, go to the "Web Spider" level. Find the capsule to get the Ultimate X Armor instead of the boots.
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E Tank
To get one of the E Tanks, go to the Cyber level and get the S rank. To do this, jump on the platform that does not have an enemy. Go to Ray's stage area 2. Survive until you see two boxes, a space, and one box. In that space is the other E tank.