Megaman can use Ken's Shoryuken if you get all of the energy tanks, all of the hearts, and all of X's parts. The capsule for the shoryuken is in the third x-hunter stage (Agile). At one point in his stage, there is a ladder with many bats around. Use the Crystal Hunter to crystalize a bat to reach the ladder. Follow the path until you reach a downward path. Scroll on the left side of the path until X discovers a passage. You must be at full power for the capsule to appear. Dr. Light will give you Ken's Shoryuken.
There are two hidden features in the ending, which are triggered from different variables. The first and most obvious difference is whether or not all of Zero's parts were collected from the X-Hunters; if the player didn't collect them, Zero will be fought and a black copy of Zero will appear in the ''Thanks for playing!!'' screen, but if they were found then Zero will not be a boss and the real one will take the fake's place. Another difference is whether or not the player collected any upgrades from capsules - if Mega Man X has no additional armor, Zero will appear for a moment when the cast roll transitions to the boss list, otherwise he will be missing (hearts and tanks are not factored).