There's three disctinct stages of Mega-Man's (aka Rock Man) history. While I've missed a few of the later releases of the X series, I've played the series ever since it came out for the Famicom, later getting an English copy. One of the perks of living in Alaska at that time, some imports are cheaper to be had there than San Fran, because they could usually sell off the excess in Alaska without problem and still earlier than US translated releases. That isn't quite true now for many things. The import business has become a lot more interested in, especially due to wider media and the internet.
Anyways, back to the topic.
The first was in a near future, when robots were first starting to emerge. This was the "base" series.
Then there's Mega-Man X, which is a few more years into the future where robots are more prevalent, insert Reploids, robots have their own society as well, etc. I hadn't really followed the story of the anime.
Mega-Man Legends is a time in the distant, distant future. It could be indeterminable, really, although I haven't fully played the second game of the Legends series. The setting has a feel of a post-apocalyptic world gone back to a state of civilization to a point. They have technology, but limited resources of the better technology, most of which is still buried in old facilities. I don't know for certain if this is the same Mega-Man as in the past, but he was called such by Roll because of an old comic book (if I recall correctly, she explains in one of the two).
If you think of them as different time periods, and how it may be the same person, then it gets you thinking about whatever really fucked the world up.
Then there's the true spin-offs, Mega-Man Battle Network. These games were actually enjoyable, and I don't get upset at the use of Mega-Man this way because they showed TALENT in writing him into another universe. If it's by putting him as a popular comic/game character-turned-archon, then that isn't too badly done, compared to the lengths others have with their own properties or licensed materials. Especially compared to licensed materials.
The GBA games weren't that bad, however the GameCube was unbelievably short (though fun), especially compared to most platform games already out. It felt much shorter than the GBA games by far, and mainly because you really didn't interact with anything. It was a simple pick a place and go jump around in that section. It felt like the GC version paled compared to the GBA versions, how sad is that?