Apparently, if you have Megaman Zero games, they may unlock secrets in Megaman ZX. The Japanese version allows you to unlock boss battles in Rockman ZX with Rockman Zero 3 and 4. Completing the battles gives you bonus items.
Personally I’m just terrified of how hard the game will be. I was a master of Megaman, and found Megaman X to be a fair bit harder, and when I got to Megaman Zero I was just useless. At this rate, ZX will destroy me.
[url=http://arstechnica.com/journals/thumbs.ars/2006/7/8/4570]Mega Man offers some bonuses in Japan for owning multiple games[/url] (Arstechnica)