Although not as often as Mario, Mega Man has cameoed in a few places, primarily other Capcom works. A “cameo” means the character appears in a game (or whatever) which is not his own, and is usually not a player character. He typically shows up only in the background or other such place. There are also a few places where Mega Man similarity seems evident, even though Mega Man himself is not there...
These are places where Mega Man has actually cameoed, either games or otherwise.
These are various bits and places that may remind you of the blue bomber even though they have absolutely nothing to do with him.