Mega Man Unlimited?
But seriously, I've gone through so many of them, I should have made a list as I went along. And yeah, I've beaten Mega Man 42 a few weeks ago.
Here are some I've beaten, among maybe 80 of them.
Mega Man Rocks
Mega Man Rock Force
Mega Man Unlimited
Mega Man 42
Mega Man Paradise (ugh)
Mega Man Christmas Carol 1, 2, remix
Hard Hat 1-4
an assload of Game Maker games I suffered through, like Mega Man Project Zero.
Super Mega Man 3.
Mega Man VS Metroid and Ghosts N Goblins
Mega Man Scramble (though it doesn't really count)
Day in the Limelight 1 and 2.
Mega Man Revolution
Super Danny 1, 2 and remix
Mega Pony (and don't want to go through again)
Star Man (original and remake)
And list others, I'll see if I've beaten them or not.