In Mega Man 2, when you fight Metal Man again in Wily Stage 5, if you use the Metal Blade (his own weapon) against him... he dies in one hit in Normal Mode or 2 hits in Difficult Mode. He's the only Robot Master in the series to have such a crippling weakness to his own weapon.
The weakness of the Picopico-kun boss in Wily Stage 2 is the next-to-useless Bubble Lead.
And again with the Fake Wily Alien. It absorbs every attack you have except for, of all weapons, the Bubble Lead.
Bubbleman is supposedly the Butt Monkey of the Robot Masters. His weapons are pathetic, he has several Weaksauce weaknessess, and a crippling design flaw makes him unable to walk.
Auto gives Mega Man his normal helmet, his music plays properly this time.
Another from 7: Shoot a Noise Crush with the right timing as you enter the boss room, and it is possible to defeat both Turbo Man and Spring Man before the battle even starts. Shame it only works in their stages.
The fact that the screen of Wily's defeat in Mega Man 7, Mega Man 8 and Mega Man & Bass were "recorded" in 8-bit style (you can tell, because Mega Man is the right colors for their respective Kryptonite Factor weapons) is even more hilarious. Also, the scenes with the rebuilt Robot Masters interspersed through the credits.
Wily: As soon as I press this button...Bye bye world! [Wily proceeds to prepare to push the button. This involves raising his arm in the air, finger poised, and twitching]
The Yoka zoo computer area in Mega Man Battle Network 3 starts out with an animal puzzle requiring logic... and then turnsintononsense.
The Narrator: The rabbit program was so happy it exploded! [The rabbit program explodes]
In Mega Man Legends, you can tell the shopkeeper your name is Hippopotamus. He'll refer to you as that for the entire game.
Anytime Tron Bonne acts like a Tsundere to Mega Man. The first meeting for instance, where Tron has been chased up a street light by the little dog Paprika.
There are a few occasions where you get bonus dialogue options in conversations, options which, while usually wrong as far as advancing the plot or sidequest, are universally hilarious. For instance, when asked what a painter needs to be better, one option is "some talent".
In Mega Man Legends 2, after Tron's robot gets blown up in the ruins, the camera pans to Mega Man going really red in the face, and this exchange takes place:
Tron: *Coughing* Well, there goes another good Gustaff, but it doesn't matter, you're too late, we won! Bon is on his way up to the surface with the key. *coughs* What? Why is your face red? Why is everybody looking at me that way?
One Servbot: Um, Miss Tron, your um clothes have been, um, kind of, um, ripped off....
Other Servbot: Actually, your clothes are, um, gooone.
Tron: What... ah... *Screams* ...y-you dummies! Why didn't you tell me before?!? R-retreat, retreat!
Both Servbots: R-R-Roger!
Also, after you fight Klaymoore the second time...his back goes out. The old timer has to, while stammering in pain, ask his partner Bola to take him out of the ruins.
In Terror of the Seven Seas, Wily thinks he's managed to finally kill Mega Man by strapping him to a torpedo and then watching it explode. When Mega Man returns to Wily's floating fortress/super-ship, however, his reaction quickly goes from surprise to an evil chuckle and an attempt at complete and utter overkill. Apparently he has learned his lesson. His delivery of the line is what sells the moment.
Dr. Wily: Mega Man? Impossible! Proto Man: Looks like nothing you got can stop him, Doc! Dr. Wily: Oooh yesss? How about... eighty laser cannons, fifty missile launchers and - hehehe - two thousand pulse power photon neutralizers? He fires them all at once, but they fail. Prompt the Villainous Breakdown as Mega Man begins cutting his way through a steel door. Dr. Wily: Guts Man! Bomb Man! It's Mega Man! Punch him to pieces! Blow him to bits! Pulverize him!
When Dr. Lalinde tells Quake Woman she "would like [her] to meet Drs. Light and Cossack and their creations", Kalinka protests that she's not a robot. Cossack clarifies that that's not what Lalinde meant - but she is still his greatest creation, and he'll... explain when she's older.
When Needle Man is created, he stares at the cannons where his hands should be. Crash Man sympathizes.
After the crossover, Wily wonders why he wants to stomp on a cartoon of eggs.
In Issue 32's Short Circuit, Ice Man dreams of himself as a prince and Roll as Sleeping Beauty.
The Short Circuit comic in Issue 33 had Mega Man playing a guitar. Because the issue is called "Unplugged", thus he'd be "Acoustic Rock".
In Issue 37, after Dr. Wily pushes Dr. Cossack's Berserk Button, Cossack tenses up in pure rage and squeezes the handle of the mug he's holding so tight the mug breaks off the handle, with Roll dashing in to catch it.
Mega Man's plan to escape an ice cavern does not impress Ice Man:
Ice Man: THAT WAS CRAZY AND STUPID AND WE NEARLY DIED!!