Executive Meddling: The franchise has been a target of this from the very beginning, and each sub-series has suffered through this in some way.
As mentioned below, this is the reason for the Market-Based Title (Mega Man is known as Rockman in Japan and most of Far East Asia). A Capcom USA executive simply didn't like the name Rockman and demanded a name change before he'd allow it to be published in the region. Executive Meddling has been bothering the franchise since it's inception.
One of the earliest instances of this trope in the series is Mega Man 6, whose development was egged on by Nintendo to get in one last Mega Man game on the NES before the SNES overtook it. As a result, MM6 hit more of a middling quality than the rest of the NES games.
A push to keep selling the Mega Man X series has led to the creation of three sequels, despite X5 being the intended end. The resulting games tend to be ranked among the worst of the X lineup, with X7 generally ending up as the least liked installment in the franchise.
The Battle Network series has a similar issue; despite the third game capping the end of the series pretty well, development for another three sequels was forced again. BN4 is regarded as the worst installment of the Battle Network series, but thankfully, BN5 and BN6 are regarded far better and are typically on par with the rest of the series.
On the opposite end of the problem, Mega Man ZX Advent and Mega Man Legends 2 both end on very blatant Cliffhangers, but due to a declining interest in Mega Man at the time, both series seem to have gone into a hiatus with no followup games in the foreseeable future.
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 commercials and Star Force 2. It's also used as one of the achievements in 9.
The earliest mentions of the "Blue Bomber" nickname come from Nintendo Power back when it was still published directly by 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 Mega Man standards) in that quite a few fans outright refuse to refer to him as OVER-1, for various reasons.
Dr. Light: Shōzō 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 voiced Earthrock 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 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.
Reclusive Artist: Akira Kitamura, the franchise's creator and director of the first two games, is notoriously reclusive. He abruptly left Capcom after the release of Mega Man 2 with only a few ideas for its sequel (among them Proto Man and Rush) to start his own video game studio. Said studio eventually folded and Kitamura retired from the industry altogether, and Kitamura has given very few interviews since.
Series Hiatus: Prior to the announcement of Mega Man 11 (which was released in October 2018), no new titles in the franchise were released since Mega Man 10, which was initially released in 2010. 11's producer, Kazuhiro Tsuchiya, said that there was a big desire within the company to continue the franchise, but the departure of Keiji Inafune left a void within the company that no one was willing to fill until director Koji Oda finally stepped up to take the reigns for 11.
Mega Man Mania was going to be a GBA compilation with remakes of all the Game Boy games. It ended up being shelved, with one reason of it being due to some of the source code for the games being lost, although an ex-Capcom employee said this wasn't true and claimed it was "much stupider reasons". The Game Boy games were eventually re-released on the Nintendo 3DS eShop.
Legends 3, Universe, and Rockman Online were canceled before they could be made.
Acting for Two: Ian Corlett voices both Mega Man and Snake Man. Pretty useful that one episode has them switch bodies.
Ascended Meme: Discotek's release of the series actually has Pharaoh Man is Awesome on the back of the box. It also has a family-friendly version of another Pharaoh Man meme ala "He doesn't even care!"
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.)
Beam Me Up, Scotty!: Mega only exclaimed "Now I've got your power!" twice at most, yet a lot of people think it's his main catchphrase.
Furthermore, during the episode where he spots Guts Man by his you-know-what, he only ever exclaims "Guts Man!" (without the "It's"). There's also no "duh-nuh!" either.
"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.
The Other Darrin: Roll's voice actresses alternated between Robyn Ross and Kathleen Barr in the first season. The second season settled on Robyn.
Screwed by the Merchandise: Despite great ratings, the series was cancelled after two seasons partially because Bandai cut several toy lines due to poor sales and were putting merchandising pressure on Capcom.
Urban Legend of Zelda: A long-standing rumor was that a third season was planned that would more closely follow the games, introduce Bass, and have Proto Man make a HeelFace Turn, but according to Joe Ruby the show proceeded as scheduled with two seasons and Bass was just a rumor.
An earlier pitch for the series featured a much more faithful Anime art direction inspired by the Japanese artwork of the games. Mega Man: Upon a Star's first episode, "Appearance in Japan," would've been a Very Special Episode. From that OVA, Gregory Smith and Kaj-Erik Erikson were intended to play Mega Man and Proto Man respectively, while Light and Wily kept their voices for the final product.
According to this interview, Dr. Wily was originally going to have a British accent, and Proto Man was to have been voiced by Ian James Corlett, Mega Man's voice actor, after Kaj-Erik Erikson was fired. Wily's design was also more faithful to the games, as was Proto Man's, but Bass and a third season were a rumor and the show was complete at 27 episodes.
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. X and Sigma still managed to put in an appearance in the penultimate episode.
According to the show's IMDb page, there may have been plans to start including Mega Man 6 robot masters, as Knight Man and Plant Man have voice actors listed.
Additional toys were planned and even shown off at Toy Fair, including Mega Man in his Sky, Marine and Stealth armors, the Land Blazer vehicle and a playset based on Dr. Light's lab. Ironically, the Land Blazer and Mega Man's variant suits had been written into the show's second season to promote the toys, which wound up not being produced.
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 (though they're known for being rather laid-back about fan works).
In continuing with the musical theme naming from the games, Quake Woman's given name is Tempo.
Acclaimed Flop: Despite positive reviews from critics and fans, the comics weren't the moneyseller Archie expected as with Sonic.
Ascended Fanon: Many fans theorized that there was a real Mr. X that Dr. Wily was just impersonating, which this continuity goes with.
Executive Meddling: Ian Flynn has claimed that Capcom was remarkably hands-off with the series, compared to the mandates he received from Sega—it certainly didn't hurt that the comic is overall a very close adaptation. However, one thing they put the kibosh on was making use of Hornet Man's unused female design, which was what led to the creation of Vesper Woman (who looks like it but isn't quite the same).
Fandom Nod: Possibly a coincidence, but the idea of Wily hiding malware in his robots' weapon data had previously appeared in at least one of the innumerable sprite comics that were everywhere in the early 2000s.
According to an interview with Ian Flynn, the reason that Bubble Man went down so quickly, and to a weapon he's immune to in-game at that, was in acknowledgement of the fact that he's regarded as a complete joke by much of the fandom.
Air Man claims he cannot be beaten, likely a reference to the song "Airman ga Taosenai".
Proto Man faces off against a biker on a green bike in one issue, even calling him a "Green Biker Dude". This is, of course, a reference to the Ensemble Dark Horse Reploid from Mega Man X2's opening stage.