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.

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)

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)

In the year of 20XX, a young boy by the name of Netto Hikari receives a very special gift as he enters the 5th grade. His very own customized net navi, Rockman! Despite Rockman's small size and far more responsible personality, the two boys quickly become the best of friends. A net navi is designed to guide his operator from the inside of his or her PErsonal Terminal, or simply PET for short. Children and adults alike enjoy friendly "Net Battles", where they spar their navis against each other to prove their worth. 
(Source: Official Site)

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