(Mega Man X4) X's Ultimate armor:
     Highlight X at the player selection screen. Press Circle, Circle,
Left, Left, Left, Left, Left, Left, then hold L1 + R2 and press Start.
Note:  Hold  L1  +  R2 until game play begins at a screen with all the
Bosses. Complete the first level and go to the spider stage. Go to the
part  with a spike spinning on platform. Go down to space below and go
all the way to the right. The UA capsule with the armor will be there.

(Mega Man X4) Zero's black armor:
     Highlight  Zero at the player selection screen. Hold R1 and press
Right,  Right,  Right,  Right, Right, Right. Release all buttons, then
hold Circle and press Start.

(Mega Man X5) X's Super Nova armor:
     Highlight X at the character selection screen, then press Up, Up,
Down,  Down,  Down,  Down,  Down, Down, Down, Down, Down. A sound will
confirm  correct  code entry. Then, press Circle. Note: You will start
with Super Nova Armor from Megaman X4.

(Mega Man X5) Megaman's Ultimate armor:
     Highlight  Megaman at the character select screen, then press Up,
Up, Down, Down, Down, Down, Down, Down, Down, Down, Down. A sound will
confirm  correct code entry. You will start the game with the Ultimate
armor and always have it for use through the rest of the game.

(Mega Man X5) Zero's Black armor:
     Highlight  Zero  at  the  character  selection screen, then press
Down,  Down,  Up, Up, Up, Up, Up, Up, Up, Up, Up. A sound will confirm
correct  code entry. Then, press Circle. Note: Zero's Black armor will
reduce damage slightly as compared to his Red armor.

(Mega Man X6) X's Ultimate Armor:
     Highlight  the  "Game Start" option at the Mega Man X6 main menu,
then press Left, Left, Left, Right before starting a new game. A sound
will  confirm  correct  code  entry.  You will begin the game with X's
Ultimate  Armor,  which  is very much identical to the same armor from
Megaman X5.

(Mega Man X6) Nightmare Zero:
     Highlight  the  "Game Start" option at the Mega Man X6 main menu,
then  press  L1,  L1,  L1,  R2  at the main menu. A sound will confirm
correct  code  entry.  Start  a  new  game. When you rescue Zero after
defeating  him  in  battle,  you will play as the Nightmare version of
Zero.  Nightmare  Zero  has all of Zero's normal moves, but he is much
more powerful.