You can find a listing of where to buy many of these in the Buyer’s Guide.
In Japan, comics are referred to as “manga” and they are often more along the lines of graphic novels. Most manga are black and white paperback issues and volumes. Mega Man has a small collection of manga written with their own style and flair. They seem to have been made by third parties with permission from Capcom, meaning they don’t always (okay, almost never) exactly follow the games.
Here’s a list of manga that I know of (though this list is surely incomplete):
- Rockman (1)
- Rockman 2 (“Dr. Wily’s Scheme”)
- Rockman 4
- Rockman 5 vol. 1-2
- Rockman 6 vol. 1-3
- Rockman 7 vol. 1-3
- Rockman 8 vol. 1-2 (vol. 3 planned, but never published)
- Rockman & Forte vol. 1-2
- Blues’ Resurrection
An original story chronicling a clone of Blues (Proto Man).
- Irregular Hunter Rockman X vol. 1-2
- Rockman X vol. 1-3
There are evidently two adaptations of the first X game.
- Rockman X2 vol. 1-3
- Rockman X3 vol. 1-4
- Rockman X4 vol. 1-2 (more planned, but never published)
- Rockman X5 vol. 1-2 (Chinese only I believe)
- Battle Network Rockman EXE vol. 1-13?
The EXE manga seems to pay more attention to the plot devices of the games than the games themselves do.
- Rockman Zero vol. 1-?
- Rockman ZX vol. 1-?
- Ryusei no Rockman vol. 1-?
- Rockman World 1 & 2 (Game Boy adaptation)
This manga combines the first two Game Boy games into one story.
- Rockman World 3 (Game Boy adaptation)
- Rockman Megamix
A collection of original stories which tend to be on the wacky/silly side.
- Rockman Megamix 2
- Rockman Remix
This includes some of Megamix.
- Rockman Gigamix
- Taiyo Shonen Django vol. 4
Not strictly Rockman, but this is a Boktai manga that includes a crossover with Rockman.EXE.