The Mega Man series (sometimes called "Original" or "Classic"), which started the franchise, starring Rock, the creation of Dr. Light, fighting against the forces of Dr. Wily in the year 200X — 20XX from the third installment on. (1987);
Mega Man Legends (Rockman DASH in Japan), set at least 4,400 years after the ZX series with a new, seemingly-human Mega Man, bearing the ridiculous sounding name "Mega Man Volnutt." (1998)
Mega Man Battle Network (aka Rockman.EXE) series, which occupies an Alternate Continuity of 200X where Dr. Light (here known as Dr. Hikari, Japanese for "light")'s network research won out over Dr. Wily's robot research; (2001)
Mega Man Zero, set 100 years after the "Elf Wars" which appears to be 100 years after the end of the X series. This stars the Ensemble Darkhorse Zero, now a freedom fighter trying to free the last remaining Reploids against a tyrannic government; (2002)
Mega Man ZX, set 200 years after the Zero series, where mankind has been fully merged with Reploids. The problem of Mavericks is still a threat, although the cause for the outbreaks is entirely different. Otherwise normal Humanoids use Biometals to take the form and powers of heroes of old; (2006)
Mega Man Star Force (in Japanese, Ryuusei no Rockman or Shooting Star Rockman), a series that takes place 200 years after the Battle Network games, where Cyberspace and the human world are even more intertwined via Wi-Fi radio; (2007)
Rockman Xover (pronounced "Crossover"), a Crisis Crossover RPG game for mobile devices, designed to celebrate Mega Man's 25th anniversary; (2012)
Rockman Online (Korea only, for now at least), set at an unspecified point in the future. After an era of peace, enemy robots based on Classic series Robot Masters and X series Mavericks suddenly attack. The government of this time period, the United Continent Association, responds by reproducing the heroes of these series (X, Zero, and Duo for starters) to combat the threat, which originated from a separatist organization called the Ultimate Reploid Association. The team behind it disbanded, and it was confirmed to be cancelled.
Alternate Company Equivalent: The Krion Conquest for the NES, made by Vic Tokai, goes so far in copying Mega Man as to use the same run cycle, similar power meter and highly similar death animation for heroine Francesca; copy several of the enemy and level appearances; and give her equivalent powers such as a Charged Attack and a Rush/Item-2 replacement in her broomstick. However, unlike Mega Man, she can duck and fire upwards. Still, it flirted dangerously close with Plagiarism.
Astral Finale: Most of the Game Boy series have their final levels take place in space (the fifth game does not count due to half the boss roster residing in space levels, and the only game to completely avert the space setting is the third one). As for the main games, Mega Man 10 saves its very last stage for this trope, right after the usual four stages of a traditional endgame castle.
sits on a depressing Cliff Hanger, and it's already been a long-Orphaned Series! With the subsequent releases of the most recent Classic games, fans are hoping that it won't be long 'til Capcom remembers the rest of the series mythology.
The Dreamwave comic set the stage for a Mega Man/Mega Man X crossover story, but Dreamwave shut down.
Nintendo Hard: The whole franchise has a reputation for putting out very difficult games. The classic and Zero series especially stand out.
Not Me This Time: Meta-example. After Mega Man Universe and Legends 3 were cancelled, the iOS port of Mega Man X, and Rockman XOver, when Rockman Online was cancelled, fans jumped to the conclusion that Capcom was continuing their anti-Blue Bomber antics. It turns out that the troubles likely were on the part of NeoWiz, behind Rockman Online. (The game had been in Development Hell really since it was announced). Not that the fans care about it...
One Bullet at a Time: The side-scrolling games typically limit you to three uncharged bullets onscreen at a time. Later games sometimes include ways around this, and extra characters typically have different limits.
Orange Blue Contrast: Considering the main character is very blue, this is pretty much a given. More obvious in the series' artwork than the games themselves.
Out of Focus: With Keiji Inafune having left Capcom, the entire Mega Man franchise has become borderline non-existent. Street Fighter and Resident Evil have been pushed as the new "crown jewels" of the company, with Ryu supplanting Mega Man as the new Capcom Mascot.
Power Crystal: On several robots and later Reploids, got especially common after X.
Power Copying: Mega Man has the ability to copy a major enemy's power, usually when it gets destroyed.
Video Game Long Runners: as of 2009, the series ran for over 22 years, and there are 7 series, each of which have numerous installments on their own. The description section at the top of the page tells it all.