While Capcom may have failed to set the world of Mega Man fans on fire with the announcement of a new game at the Tokyo Game Show (their reassurances note the anniversary is in December, but we'll see how that goes), those same fans continue to take up the slack as they create new games inspired by the various series of the Blue Bomber franchise.
In this instance, it's fans from China's Rockman Lab who are delivering the goods by way of producing new games that help fill in the stretch of time that occurred between the end of Mega Man Zero 4 and Mega Man ZX.
First up, chronologically speaking, is this first preview video (or "PV1") for "Mega Man Zero 5" that was posted about a month ago:
Project leader Sou Sou notes that "we are using a new engine to make the new version resemble the official games and remove problems caused by AGM. The contents such as programming, art materials, CG, character and music are ALL original.(except official sprites like [Z]ero sprite)."
Suffice to say, it looks like the series' infamously brutal difficulty remains intact for this project.
Next up, we look further to the future by delving further into the past. In late July this year, they released "Mega Man ZX Prequel," a fan game based more on the Mega Man ZX style of play, but set 200 years before the events of the first game:
The good news about this one is that it's available now (here and here, but be warned of compatibility issues with the latest version of Windows 10 that they're working to fix), though you might have a hard time following the details of the story unless you can read Chinese. Fortunately, there are Japanese and English translations on the way!
This prequel fan game features a unique mechanic based on the Light/Dark World idea, wherein there are Reploids who are infected by a virus that boosts their strength. These enemies are fewer in number in the Light portions, but all enemies are infected in the Dark, and you can see how bad it is in your area via a gauge at the top of the screen.