Mega Man Anniversary Collection Cheats

(note: this will only work the first time you enter Shademan's level without beating him)

highlight Shademan's picture in level select (he's the bottom right) and hold X+Y, then press A. The remix playing should be from the first level of Ghosts N Goblins.

immediately, when selecting a boss in Megaman 2, hold down X+A. The boss's starry background will be filled with tiny Pipi birds flying around.