Certain stages are a bit different if you beat a certain boss first. If you beat Chill Penguin, the Lava in Flame Mammoth's stage will be frozen. If you beat Storm Eagle, the lights in Spark Mandrill's stage will flicker on and off. If you complete Launch Octopus, Sting Chameleon's stage will be partially flooded.
Unlock the following armor upgrades by performing the corresponding tasks:
HOW TO UNLOCK
Body Upgrade (Armor)
Near the start of Sting Chameleon's stage you will come to a pit that you can enter below you to get a Heart Tank or you can jump the pit to enter what looks to be a cave (the ceiling and floor look much rockier). Instead, climb the wall on the right and continue ABOVE the cave to come to a small area that will soon be closed off by falling rocks. You have to fight a mini boss (shoot it in the eye and back) to get the upgrade capsule.
Buster Upgrade (Super Charge)
Near the start of Flame Mammoth's level, the stage will force you to go down to continue, followed by a large area with lava on the floor and platforms that the lava will break through (note: the lava will be frozen and can be walked on if Chill Penguin's stage has been cleared). Just before the first platform, breakable blocks can be seen near the ceiling. Dash jump to the blocks and use the helmet and leg upgrades to break them and climb up the wall. The upgrade capsule is in a small room at the top of the wall if you didn't already get the upgrade in Sigma Stage 1 (Zero will give you the upgrade there if you didn't already get it in Flame Mammoth's stage).
A special upgrade capsule housing the Hadouken Fireball (complete with X actually yelling "Hadouken!" in a high pitch voice) upgrade can be found in Armored Armadillo's stage after collecting all 4 armor upgrades, all 8 Heart Tanks, and all 4 Sub Tanks. Toward the end of the stage, you'll come across the final platform that you can ride through the mine. Ride the platform until it flies off the track and out of the mine; dash jump off at the highest point and then climb the wall to the right that's directly above the boss gate to Armored Armadillo's room. Grab the big Energy Capsule on top of the cliff above the boss door at the end of the stage and then either exit the stage or die by falling in the pit below. Repeat this five times and a capsule will appear in place of the Energy Capsule; Dr. Light will be dressed as Ryu from Street Fighter II. He will give you the Hadoken. Note: you must have full health to use the Hadouken and that there is about half a second "charge" time where you will be temporarily vulnerable.
Helmet Upgrade (Headbutt)
In Storm Eagle's stage, after the rising/falling platforms you'll come to a tall metal mesh wall/tower that you must climb to proceed. Drop on the right side of the wall (instead of jumping to the next platform at the top of the wall) to find a small area with a ledge that you need to dash jump to get to. Once on the ledge you will see flammable containers in the wall; shoot these with Flame Mammoth's weapon until they explode, then walk into the small room to find the upgrade capsule.
Leg Upgrade (Dash)
In Chill Penguin's stage you'll come across the upgrade capsule while progressing through the stage-- it is impossible to miss.
Obtain three sub-tanks and make sure one of your special weapons has less than full power. Then, with the weapon that has less than full power selected, grab a weapon capsule and quickly hit start. If you did it right, you'll have a fourth sub-tank. Fill it using the same method, just don't over fill or you'll delete it and your third one. It recovers health just like the a normal one.
Geart Tanks, Sub-Tanks, enemy weapons, and power-ups are required. Go to Armored Armadillo's level. Reach the final mine cart, which launches you through the air at the end of the level. Just before reaching the wall, jump up and climb the wall. At the top, there will be a large Energy Unit. Get it, and then jump into the pit and die. Repeat this step five times. On the fifth time through, a capsule will appear on that same ledge. Dr. Light will then give you a Ryu-style fireball for Mega Man to use.