Mega Man X4 is the fourth game in the Mega Man X series. This game was originally released on July 31st, 1997 for the Sega Saturn in North America. Both the Sega Saturn and PlayStation versions were soon released simultaneously on August 1st, 1997 in Japan. The PC version was released in January 1st, 1998, and runs in operating systems after and including Windows 95. It was part of the Mega Man X Collection for the Nintendo GameCube and PlayStation 2 and the PlayStation version was also released in Singapore's AMK Hub on 2007.

Following the third defeat of Sigma, Cain Labs issues an initiative to create a supplementary military force to complement the Maverick Hunters. The army, called the Repliforce, is a strict military regime led by General and his second-in-command, Colonel.

Six months following the inception of the group, Cain Labs finds its methods to be ineffective, questionable, and potentially dangerous in the Maverick defense. To make matters worse, behind the scenes, General has been meeting with a mysterious figure who plots the Hunters' demise, insinuating that they are a "significant threat" to the jurisdiction of the Maverick Hunters.

Mayhem breaks out when the Sky Lagoon, a massive floating city, is sent crashing down onto the city below it, killing millions of civilians, humans and Reploids alike. The game begins here where either X or Zero is dispatched to investigate possible causes of the disaster only to become entangled, once again, in a struggle against Sigma to save the world. (Wikipedia)

Codes

Misc. Codes
At the character select screen highlight Zero, hold R1 and press Right, Right, Right, Right, Right, Right, then release R1, hold Circle and press Start - Black Zero

Ultimate Armor X
At Character Select screen press O twice, Left Six times, Hold L1 and R2 until the game starts. X's body should be darker almost a purple. Go to where you Get the Leg Capsule in Web Spider's level and you will receive Ultimate Armor.

Here's the intro of the game: