Rockman was originally destined to be an arcade version of Astro Boy but when the deal fell through Infunae didn't want to give up on his dream so instead they re-sprited Rock (although he still looks like Astro Boy in the very first game) to be light & deep blue vs. the white and blue he was intended to be.
Rockman almost became Rainbow Man or Color-Man due to coloring trick that allowed his armor to change colors based on what weapon was equipped.
The theme names are as follows - Rock & Roll, Rush, Blues, Tango, Reggae, Forte, Gospel, Rightot, and Duo.
The American Renames only make sense half the time -> Rockman was turned to Mega Man (to avoid a copyright error with DC comics) Roll, Rush, Beat, Tango, Duo, and Reggae kept their names, but Blues was called Proto Man, Forte & Gospel were oddly renamed to Bass & Treble for fear that Gospel would be too religious, and Rightot (which means Right-On-Target) was renamed to Auto. Rockman's name change to Mega Man resulted in a Market-Based Title for every game in the series.
The Robot Masters have pre-programmed personalities but have zero free will, they emulate human emotions well but can't really make up their own minds.
Fan Nickname: The Blue Bomber, used for every incarnation with the sole exception of Zero, who is sometimes called the Crimson Red Reploid (some artbooks and fanfics dub him the Red Ripper). Also Mr. Clean for Sigma, and the Wily Eyebrow Thing for Dr. Wily's unusual taunt. Zero's weird green chest lights are also called the Booblights.
The Blue Bomber title was actually used in Star Force 2, interestingly enough.
It's also used as one of the achievements in 9, so presumably Capcom has said Sure, Why Not? about it.
The earliest mentions of the "Blue Bomber" nickname come from Nintendo Power back when it was still a house organ of Nintendo (specifically, the seventh issue, with 2 on the cover). Thus, it's one of the very few instances where the Fan Nickname was created by a company instead of the fandom.
In the same issue which introduced the Blue Bomber nickname, Nintendo Power tried another nickname as well: the Indigo Invader. That one...hasn't stood the test of time as well.
OVER-1 received many nicknames (most common being "Xover") before and after his official name was revealed; he's a bit of an odd case (by Megaman standards) in that quite a few fans outright refuse to refer to him as OVER-1, for various reasons.
Dr. Light: Shozo Iizuka to Tomohisa Aso as of Powered Up and Maverick Hunter X.
On the English side, he went through a few actors before currently settling on Randall Wiebe (X8, Maverick Hunter X and Powered Up), who also voicedEarthrock Trilobyte and CWU-01P.
Proto Man: Ryotaro Okiayu in 8 was succeeded by Daisuke Sasaki in Powered Up. In the English releases, it went from Jack Evans (8) to Jonathan Love (who was also Burn Rooster in X8) in Powered Up.
Roll: Hiroko Konishi (8 and Battle & Chase) to Konami Yoshida (Super Adventure Rockman) to Yoshimi Ninomiya (Powered Up) to Hiromi Igarashi (Tatsunoko vs. Capcom).
In English, she was voiced by Michelle Gazepis in 8 (Gazepis was also Iris, Zero's Gwen Stacy, in X4) and Angie Beers in Powered Up.
Dr. Wily: In English, he was voiced by an unknown/uncredited VA for his brief cameo in Zero's intro from X4. In Powered Up, Dean Galloway, who was also Chill Penguin in Maverick Hunter X, voices him.
What Could Have Been: The Ruby-Spears cartoon's art style would have been identical to the original games' (that is, 4 and up), but it was ultimately decided that it wouldn't be very successful with it. And let's face it, Mega was way too cute for American boys in The Nineties. Its pilot of sorts was the three-episode "Upon a Star" OVA, but alas, They Wasted a Perfectly Good Plot.
Also Mega Man Mania, which was going to be a GBA compilation with remakes of all the Game Boy games. It ended up being shelved due to some of the source code for the games being lost.
Mega Man Legends 3.
Let's also not forget Megaman Universe.
Then there's Rockman Online (although only Koreans would have been able to play it regardless).
Bad Export for You: Only the first episode was released in Japan, and it was sub-only. (Supposedly, it did get a Japanese dub later, but the sources that claim this never have any proof—not even The Other Wiki.)
"Kung-Fu Cut Man" is generally used to refer to this version of Cut Man, who nicknamed himself this as he prepared to fight Roll. This happened in the time travel episode, with a future version of Cutman using this name.
"Scooby Rush" for this interpration of Mega's robo-canine Rush, who acts a lot like Scooby-Doo.
What Could Have Been: An earlier pitch for the series featured a much more faithful Anime art direction inspired by the Japanese artwork of the games. The reasoning behind the characters' muscularization in the final version of the series is because boys, the show's target audience in the US, did not gravitate very well towards the cuter art-style. Flash forward to a few years later, where not only has the US become more accepting of anime, but they have made immensely successful cartoons that have extremely Animesque art directions. Hilarious in Hindsight, indeed.
According to this interview, originally Dr. Wily was to have a British accent, and Protoman was to have been voiced by Ian James Corlett, Mega Man's voice actor. Wily's design was also more faithful to the games, and Protoman had a red belt instead of torso armor.
Supposedly, Marvel had considered doing a comic based on the cartoon, but it was canned by Capcom. The exact truth is unknown.
A Spin-Off cartoon based on Mega Man X was planned, but never came to fruition due to the cartoon's cancellation.
Doing It for the Art: A lot of work and money went into this movie considering that (A) the the creators cannot legally make any money off of it and (B) Capcom could destroy it at any time with a single phone call.
Capcom hasn't (and can't) officially endorsed this movie, but they have actively said that they don't mind it, during the production, so at least they were decently safe from B partway through filming.
Capcom is one of the more laid back companies when it comes to this sort of thing. They're almost certainly aware of, for example, the Sprite Comic community started by Bob and George, but have done nothing to stop it. Bob and George's author reportedly had some correspondence with Capcom at one point that amounted to Capcom going, "Hey, it's in good fun and you're giving us free advertising. We can't legally say we approve of it, but we're not going to stop you, so go right ahead."