Notes:

"The truth is, Zero was going to have a Mega Armor, too. For various circumstances, we wound up with just X this time. You want to know what his Mega Armor would have been like? Well, it has to do with Zero’s connection to W… actually, I’m not allowed to say any more than that. But, at least I can show you the rough design. I hope that sometime it will see the light of day. That’s all for now! Enjoy Rockman X4!"
The Reploid Research Lavatory: The Making of the Ultimate Armor

It's too bad Inafune never worked this to completion. It would've been so kickass.