Unlock X's Ultimate Armor: Press Left(3), Right at the Main menu before starting a new game and if the code has been entered correctly you will hear a sound as confirmation.
Unlock Zero: Use the teleporters to find Zero and then fight him. When you have defeated him he will join you.
Unlock Nightmare Zero: Press L1(3), R2 at the Main menu and if the code has been entered correctly you will hear a sound as confirmation. Start a new game and 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.
Boss Weaknesses The following is a list of each of the bosses and their weakness.
Rainy Turtoid - Ice Burst
Dynamo - Meteor Rain
High Max - Magma Blade
Gate Boss 1 - Metal Anchor
High Max - Magma Blade
Ground Scaravich - Yammark
Blaze Hentnix - Ground Dash
Blizzard Wolfang - Magma Blade
Commander Yammark - Ray Arrow
Gate - Invinsible Dash or Shadow Armor Giga Attack
I found all of the Blade armors. I will list them.(Location)
At the beginning of the level, you have to go right. When you go down, do not go left, but right. The armor should be there.
At the door mirrors, there are two doors that lead different ways, go to the one on the ground. You have to get the lasers to hit the pink guns to activate them.
When you open the door, you would fall to an area with a few spikes, there is an invisible wall on the right, you should be able to go through. Use X's ice move to find the platforms, go to the left all the way to find the armor.
After you kill the big robot, go through the beam thing, if you don't, you would just be going to the boss(going through the blue thing will not take you to the boss).
When you appear afterwards, just go left then there it is with a heart thing next to it.
I do not really how to get it, but on the third transport, that is where you get it.
I found some of the Shadow Armors.
Metal Shark Player
After you go to the right, you would fall down and have to go to the left,when you get to the ladder, keep going left, you need the rock move to bust the blocks out of the way. You need to go across really fast. Use Speedster.
When you go down, try to get a black box at the end of the platform, kill the Nightmares. Try to get the Ice block from Megaman onto the edge of the black box. Jump as far as you can, you should find the armorpiece.
After you kill two of the minibosses, you see a door, but you have to go up but not in the door, a silver block should fall down. You need to get on the block and try to get up there.
(It took me awhile) Keep going up til you notice the armor, use the Metal Shark Player's move to break the box. You should now be able to reach the capsule.
Rainy Turtloid and the IceWolf guy also have the Shadow armor pieces, but I didn't find them.
Defeat Zero Nightmare [get on the blue capsules(teleporters)];
Defeat High Max (go to the same place where you fight the Nightmare);
Again, go to the same place and there will be another guy: Dynamo.
To steal his Nightmare souls, get the Shadow Armor, equip Ultimate Buster.
When fighting him, touch him only with the edge of your charged attack. That stunns him. Hit him again and he will jump over you and drop a GREEN Nightmare soul wich is worth 200 normal souls!
The bad thing is, he only drops 3 green souls. After you got the three souls, just finish him off. Continuosly repeat this process to get 9999 souls. You can also do this with Blade, Ultimate and Zero.
Blade and Ultimate: Charged Meteor Rain;
Zero: just perform the Enzuian Move (the spinning attack)continuosly.