X4 gives you the option of playing as either X or Zero. Both have storylines that differ a bit. Let's start with Zero's story. Royalty first! ;)
While 'napping' in a recharging bay of sorts, Zero is suddenly hit by a disturbing nightmare of his creator...a man with wild hair and a lab coat. (Three guesses!) The man tells Zero to 'destroy 'him'', although we don't really know who 'he' is. I'm assuming that 'he' is X, and this is forshadowing the final showdown with X and Zero. (yay...! No, wait...booo!) When Zero demands that the creator reveal who he is, he's hit by a sudden buzzing noise in his helmet. Zero clutches his head, screaming, (migraine attack!) while at the same time, vauge images of violence and destruction flash through his head...scenes that show a terrified Sigma(?), bloodied, torn up robots, and Zero's hands with blood on them.
Dramatic, no? Dramatic yes!
Zero wakes from his nightmare to the sound of an alarm wailing. He mumbles something about 'that same dream...again.' and jumps up from the bay to answer to the alarm. It turns out that there's an ongoing riot in the city. It is suspected that the riot is being lead by the Repliforce, a branch of Hunters. Of course, this bears study. While searching the city for the culprit of the destruction, Zero stumbles upon none other than Iris, a female Hunter who undoubtedly has stars in her eyes for the Crimson One. The injured Huntress tells Zero about the big nasty Maverick dragon that knocked her over. Zero willingly slays the poor dragon. (YOU BASTARD!) Following that, Iris' big bro and Zero's old friend, Colonel, pops into the scene. Zero, being the good friend that he is, basically accuses Colonel and the soldiers of his Repliforce army for the destruction of the city. He asks Colonel to disarm and go back to the HQ. Colonel gets all huffed and refuses. Zero warns his old friend that disobedience would result in the entire Repliforce being pegged as Maverick. Colonel didn't give a damn. So it begun.
Back at Memorial Hall, General, the leader of the insulted Repliforce, informs his soldiers in a public broadcast that they have all been wrongfully judged as Mavericks, and, as a result, all reploids deserved to live in a utopia that Repliforce would provide, independent from the humans. The rest of Repliforce seems to think this is a smashing idea and prepare to build the colony. The Hunters don't take kindly to this. (I guess Hunters feel that all reploids should remain loyal to the humans. I dunno.) They prepare to discourage Repliforce from building the utopia. And, from behind the scenes, a certain creep with scars over his eyes is watching this mess and laughing the whole way long. Who is it? Three more guesses, children!
Back at Hunter H.Q., Iris begs Zero not to fight with her brother. Zero insists that he must, since he's a Hunter and all that happy crud. At this point, Zero fights the eight Repliforce Mavericks.
Upon beating four of the Mavericks, Zero gets a message from Colonel. Colonel wants to meet Zero at Memorial Hall for a showdown. Iris, of course, goes insane and again pleads with Zero. Zero just says, "This is a matter of personal pride.", and goes off to meet Colonel. Cue in a cut scene where Zero and Colonel toss a few sticks and stones before Iris jumps in and breaks up the whole damn thing, asking that Colonel spare Zero's life because Zero had saved her from the Maverick Riot. Hearing this, Colonel reluctantly agrees to skip this battle, but he warns that there will be no mercy next time.
After that cheeful little episode, Zero goes back to hunting down the last four Maverick bosses. Promptly after that's done, Colonel and Repliforce prepare to take off to space to build their reploid utopia. Zero goes after Colonel. (Iris starts up the ol' 'Please don't fight my brother' routine, but her pleas fall on deaf ears) As Colonel had promised, he asked for no quarter and gave none. Zero defeats Colonel, but the soldier is not at all regretful: he may have fallen, but the Reploids' Nation was still under construction. His last words to Zero are, "Tell my sister that I died happily!"
Zero doesn't have much of a chance to tell Iris anything, because as soon as he heads back to MHHQ, the Hunter finds that Iris has gone with the Repliforce into space. (Oh no, Mr. Bill!) Zero follows and meets up with Iris in no time at all. Iris, enraged that Zero killed Colonel, refuses to listen to Zero's apology and uses an odd purple crystal to encase her body in gargoyle - type mech armour. A nice battle with cool music springs into life, after which Iris is left lying on the ground, fatally wounded. (It's mean of me to say so....but SHE DESERVED IT!!)
Zero rushes to Iris, who, prior to dying, tells Zero that she had wanted to live in the Reploids' Nation with him. Boo hoo for the brave campfire girl. Zero seems really upset at the loss of Iris, which I don't really understand. After all, she had taken the poor guy's heart and drop - kicked it into the garbage can by running off with Repliforce in the first place. I guess Zero forgives easily. What a nice fellow!
Zero meets up with the General of Repliforce himself. Enraged, he informs General that too many have lost their lives in the name of the Reploids' Nation, including Iris. General calmy says that independence has a high price, and he has no regrets. Once General is down, he admits to Zero who's actually behind the whole mess of the Repliforce's desire to be independent from the humans. Who is it? Heeeeeeeere's Sigma!
Sigma's as nasty as ever. He tells Zero how thrilled he is that the Hunter actually defeated his own friends, Colonel and Iris. Zero accuses Siggy of making him do it, but Sigma counters by saying "you wanted to destroy them. Allow me to remind you that I was once the leader of the Maverick Hunters."
Now comes a cool (and long) flashback scene. Sigma, as a Hunter, is talking to his troops collected outside of a warehouse about a 'red Maverick' within that wiped out an entire Hunting unit. Sigma then goes into warehouse all smiles, confident that he'll destroy this Maverick without any problems. So, guess who gets their ass kicked in, children? Zero and Sigma wrestle for a while. One part of the anime that freaked me out is when Sigma literally put Zero's head through the ceiling, and Zero lowers himself with a freaky, twisted smile, as if he'd actually enjoyed getting his head knocked through wood and motar. Shudder. The fight resumes, until Zero manages to take one of Sigma's arms off. That's when Sigma really loses it. He falls to the ground in extreme pain, and can only watch an insanely grinning Zero close in on him.
Zero has himself some fun by making Sigma feel a wee bit of pain. He kicks Siggy in the gut a few times, then tries to pull his head and remaining arm off at the same time. Zero's having himself a grand old time before the same buzzing noise that we heard in his 'nightmare' distracts him from his play. An all too familiar 'W' logo flashes on the crystal of Zero's helmet prior to Sigma punching it, knocking Zero unconscious. Sigma emerges from the warehouse, and he's no longer all smiles. Feeling humbled in front of his troop members, Sigma orders them to take Zero to Dr. Cain.
We're taken back to the present, where Zero doesn't seem all that surprised that he was once a Maverick. Sigma hints that Zero should try to finish what he started, and a fight ensues.If you're lucky enough to defeat Siggy, you'll see Zero's anime ending in which he is shown flying back to earth, obviously in deep thought. He has a few more flashbacks of his creation, and some lonesome memories of Iris. Then the credits scroll, but that's not quite the end. After the credits, some text appears on the screen, informing us that Zero is still haunted by nightmares, and he knows that one day he will end up fighting X. The last words are, "In the future, Zero's desicion will lead two great Hunters to tragedy. The future is coming." And that's all. It's a definate plug to X5, but it still makes me wonder. As Eric Cartman would say, "CLIFFHANGERS PISS ME OFF!"
And there we have Zero's plot for X4. I haven't told you EVERY SINGLE THING in this description...you need a little surprise, don't ya? ;)