Keiji Inafune, the producer of the Mega Man series, originally designed Zero to be the main character in Mega Man X. Believing that players wouldn't be able to accept Zero as the new Mega Man, since he was radically different from the original one, he instead redesigned Mega Man X to give him a greater resemblance to the original blue bomber and used X's original design for Zero, a supporting character. Inafune actually admits that Zero was a bit of a Canon Sue, since he gave Zero some of the more important scenes in the game (source). In other words, Inafune just invoked his status as a darkhorse.
Later, Zero was going to be written out of the X series by having him die for good in X5 (Intended to be the end by creator Keiji Inafune) and wake up with no memory in Mega Man Zero. X6 revived him yet again, putting him in a pod for 100 years to come out in Zero. However, they wanted to use him in the X timeline again, so this scene (Zero's ending in X6) was declared to be a "bonus ending" taking place after the rest of the series.
Zero may have been involved with a lot of girls, but one girl stand out as the ultimate Darkhorse ladies: Iris from X4. Aside of being utterly adorable and one of the girls that Zero truly loved, her tragic death (albeit a little ruined thanks to the Narmy dub) is considered one of the most powerful moments of Zero's life and won her a lot of fans. Capcom has been compensating to make her get more screentime by featuring her in the GB game Megaman Xtreme 2, which is a prequel... and years later, puts her along with Zero in the crossover Project X Zone. She's not playable, of course, but considering that Bandai Namco, the company behind Super Robot Wars (known for preventing tragic canon deaths) is probably on the head development...
Harpuia became a huge Ensemble Darkhorse during the run of the Mega Man Zero series because he was likable Anti-Villain that ultimately showed himself to be a Hero Antagonist ( later full blown hero), and Girouette was almost one for the Mega Man ZX series until it turned out he was a Sacrificial Lamb. Come to think of it, he might be one anyway. The Zero series spawned a few minor/temporary ones, like Chilldre Inarabitta.
Omega. This Ax-Crazy psychopath was popular enough that he came back as a bonus boss in ZX. Of course, he's Zero, so this shouldn't come as any surprise.
And what about Tron Bonne and the Bonne family from Mega Man Legends? Seriously, they got their own spin-off game!
They automatically lose out to Tron's Servbots. Their popularity led to one being a joke character in Marvel vs. Capcom 2: New Age of Heroes, and one of Tron's super combos is summoning all 40 Servbots (sans the one following her) to Zerg Rush her opponent.
Hyde became somewhat subject to this to those who watched the Tribe season of the Mega Man Star Force anime, as he was changed from a sycophant quasi-Dragon in the game to an out-there, comic relief artist in the anime. It didn't hurt that his crowning moment of villainy was kidnapping the hero's mother and throwing her off buildings and bridges Green Goblin-style just for the lulz.
In the original series, we have Sheep Man who was once The Scrappy when Mega Man 10 was announced, but he ultimately became this when the game came out.
Many robot masters from the NES era still have a solid fan base, including but not limited to Metal Man (due to his design and overblown weapon), Shadow Man (design and difficulty), Skull Man, and Pharaoh Man (both looking Badass).
Bass is popular in some circles. Although his largest fanbase is still his .EXE incarnation, which fans, literally, seek out ways to play as him or use a soul of his more than any other character despite his lack of availability, barring one game, and consider him to be the undisputed strongest character in the battle network games, barring certain events.