Oh and MMV has an interesting game-trivia question attached to it.
It's the only "Classic Megaman" game in which Dr. Wily is not the final boss. The actual final boss almost kills him!
Also, in reference to the post above, both MMIV and MMV have hidden upgrades if you get 4 consecutive game overs in the same stage without moving to a new stage. The one in IV makes the Mega Buster charged shot much larger. The one in V I believe makes the arm shoot both faster and more powerfully.
There's one other - the Japanese-only Rockman & Forte sequel for the Wonderswan. Dr. Wily doesn't even appear in it at all. It is, somehow, a canon Mega Man game, despite being utterly terrible shovelware that nobody has played or even heard of.