For the Mac owners out there, you can now run Street Fighter X Mega Man directly in OS X thanks to the generous porting efforts of Reddit member belthesarman. The port is based on version 2.0, meaning you'll have access to the password system, screenshot function, and a more challenging final battle with M. Bison. Those interested can download it from this thread here.
Here's a little tip before you dig in: when running the game in fullscreen mode, graphical distortion is apparent. To rectify this, simply switch over to windowed mode. You'll find more details about this in the enclosed readme. Enjoy!
Source: /r/Megaman/ (thanks for the tip, Skaarg!)