In the year 220X, the world has advanced toward radio-wave technology, and the world is connected through the Wave Road. Meet Subaru Hoshikawa, a fifth-grade student who lost his father in a space accident. Subaru meets an extraterrestrial radio-wave being named War-Rock, descending from a distant FM planet. War-Rock claims to know about Subaru's father, but many alien beings are after War-Rock. The two work together and merge into Rockman, a radio-wave human capable of traversing the Wave Road and battling the radio-wave viruses and FMs that threaten the Earth.
 
(Source: Anime News Network)

The second series is to follow the events of the second video game, focusing on the lost continent of Mu. The ancient civilization vanished ages ago, and a few of its remnants still exist as myths and legends called UMAs (unidentified lifeforms). The UMAs begin merging with humans in order to search for the treasures of Mu, the powerful ooparts, which will give them the power to revive Mu. After Subaru and War-Rock encounter several unusual enemies, they meet a professor named Doctor Orihime who sends them on a quest to find the ooparts and stop the UMAs. Using the ooparts, Rockman is able to take new forms, including Thunder Berserk, Fire Dinosaur, and Green Shinobi. (Source: Wikipedia)

Subaru is grieving the disappearance of his father and questioning the unusual partnership he has gained with the AM-ian War-Rock. By combining their powers, they are able to transform into the EM Wave Human named Rock Man and battle crime. 

The year is 21XX. Reploids are commonplace now, after Dr. Cain rediscovered Dr. Light's old lab and based several designs off of Dr.Light's original, called "Megaman X." X, meanwhile, has joined the Maverick Hunters, and works with unit leader Zero under the command of General Sigma. It is their job to terminate rogue reploids, those who have become violent.
 
(Source: Anime News Network)

The anime (episode 2, to be exact), where Rockman travels from the Game-World to the real world to learn some cultural differences about Japan, was intended to be a special episode for the original Mega Man cartoon series by Ruby-Spears, which aired around 1995 in the United States. As it seems, the special was finished before Ruby-Spears decided to redo their whole show with a completely new design better suited for American audiences. 
Not fitting the new style anymore, it never was included in the series. Still, two more episodes about the same story were produced a bit later, this time under the main title "Rockman" (unlike episode 2, where he's called "Mega Man" even in the Japanese dub). 
It's unknown if these 3 episodes ever saw an official release, until 2002, when Capcom of Japan decided to finally release them on DVD for Rockman's 15th Anniversary, all featuring a Japanese and English dub, but no subtitles. It's unknown if there are any more secret animated works of the original Rockman game series.

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