01. Appearance in Japan
Kobayashi spends a long time playing Mega Man 5. When he's fallen asleep Dr. Wily has decided to go out and enter the real world. The next morning Koboyashi activates Mega Man and Rush to enter the real world much to Koboyashi and Akane and their parents' surprise.
02. Wishing Upon a Star
In the New Year's Eve, Akane is calling his brother Yuuta to commemorate, but he is in the last stage of a Mega Man game and gives trouble to go. The two argue and accidentally hit the console.
03. Future Beware
Mega Man is trying to save the day in the game world again when he and Roll get pulled out by Yuuta and Akane to participate in a Japanese festival.
04. The Day of Σ
The OVA, which serves as a prologue to the game itself, shows the events which lead directly to the beginning of the game and explains Sigma's reasons for rebelling against humanity as well as X's powers.