Rockman Hoshi ni Negai wo

This anime, specifically Episode 2, features Rockman traveling from the Game-World to the real world to learn about cultural differences in Japan. It was intended to be a special episode for the original Mega Man cartoon series by Ruby-Spears, which aired around 1995 in the US. However, the special was completed before Ruby-Spears decided to redo the entire show with a new design more suited for American audiences. Consequently, the special was not included in the series. Two more episodes about the same story were produced 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 three episodes ever saw an official release until 2002, when Capcom of Japan decided to release them on DVD for Rockman's 15th anniversary, featuring both Japanese and English dubs but no subtitles. It's also unknown if there are any more secret animated works of the original Rockman game series.