Megaman X4

Get Ultimate Armour for X:
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At the character select screen hold down (UP) key 
and press ENTER (While selecting X) then go to Web 
Spider's stage and go to where the leg Armour is 
usually placed. You will get the Ultimate Armour 
instead. This gives you all armour modifications 
with a cool new graphic and the secret body crash 
attack which will kill just about anything.

Play as Dark Zero:
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Not really a cheat ,just a new graphic - ,just hold 
the (DOWN) key while having the selector on Zero to 
play as Dark Zero. 

Ultimate and Dark Armor
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To get x's ultimate armor, start a new game and hold 
down and press fire then find any armor capsule in the 
game to get his ultimate armor.

to get zero's dark armor, hold up and press fire at the 
character select screen (your cursor has to be on zero)

Beat all bosses (except last) and all Weapons

During gameplay type in XSTUFF

Megaman X's Ultimate armor (Japanese version):
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Press [Up] and [Shoot] buttons while selecting Zero. 
Enter a special armor capsule to receive the new armor.