During the boss fight with Airman, use Item 1 so that the platform is created on the far left side. Jump on the platform, and you'll notice that it already becomes glitchy by not moving the Air attacks created by Airman. If you're in the correct position on the platform, as you go past the enterance to this room, it will act as though you just entered a door, and push you through the right hand side of the room. For some reason, this ends up being Stage 2 of Dr Wily's fortress, except that now all backgrounds/platforms are made up out of the backgrounds/platform textures of Airman's stage. IE they will be made up from clouds/skies.
If you repeatedly pause the game, enemy shots will pass directly through Megaman.
In some areas of the game, if you see an enemy just on the edge of the screen and you move to the left then back, it will disapear and you won't have to fight it.
Select Quick Boomerang. Then shoot only 7 at a time. Press start and select Quick Boomerang again. It won't waste! Do the same thing with Metal Blade except only shoot 3 at a time and with Bubble Lead only 1 at a time.