Although he doesn’t actually appear in this game, there is a small Mega Man cameo in the background of the mall stage. The special event banners mention Mega Man’s “10th Anniversary” (which the series as a whole celebrated at the time of the release of Mega Man 8).
Click on the thumbnail images below to see a full screen of the shot.
|A Mega Man cut-out (or perhaps a person in a costume) is surrounded by a crowd of people.
||Higher up (use a super jump) are banners with “Mega Man” (surprisingly not “Rockman”) written on them.
In the Japanese version of the game, there’s apparently also a Mega Man cameo where the character Norimaro does a cosplay of Mega Man during one of his supers:
Thanks to TDX for this, and Andy.