A blog post by Seth Killian on the Capcom website says that a secret in Mega Man 9 remains unfound. Mysteriously, he says that fans are about half way to finding it.

"Most MM fans want to strangle me for not spilling the beans, but I love mysteries and they are getting pretty rare in the Internet age. I didn't intend to torture anyone when I mentioned it so long ago, and I'd advise you to just let it go if it's driving you nuts, but to those still searching I promise that the secret isn't a snipe hunt, macguffin, or otherwise faked. And I will tell you when it's discovered".

YouTube is awash with videos containing useful tips, hidden items, glitches and all sorts of things to make you wonder "how did they find that out". Like this one:

If you're thinking the music sounded familiar, it's from Dead Rising. Just a matter of time until that secret comes out, I'm sure of it.