Golden Armor
Acquire all four sub-tanks, all eight heart tanks, and defeat all eight bosses (don't get any armor upgrades) before heading to the first Dr. Doppler stage. In the first Dr. Doppler stage, kill the mini boss and proceed. Make sure you have full health before sliding down the left side of the first pit you find (where spikes fall) until you reach a portion of the wall that you can walk through. There will be a pink upgrade station that will give you all four armor upgrades and the additional Golden Armor. You can now recharge your health and sub-tanks by standing still.
Zero's Saber
You can acquire this with the following password: 1454 3535 6162 7162. On the second Dr. Doppler stage, play as only Mega Man until you reach the mini boss. Switch to Zero before fighting the mini boss, then continue to play as him until you defeat Vile. Zero will be destroyed during the fight, and will give his saber to Mega Man.