This is another collection of screen shots, but from Mega Man X4.
4. Another of Zero in the bio laboratory
6. Web Spider gets ready to fight X
7. Split Mushroom gets ready to fight Zero
8. Cyber Peacock gets ready to fight X
9. Storm Owl gets ready to fight X
10. Magma Dragoon gets ready to fight X
11. Slash Beast gets ready to fight Zero
12. Jet Stingray gets ready to fight X
13. Frost Walrus gets ready to fight Zero
15. Select screen before the Final Weapon
20. X is about to face General
22. The bottom left of the final Sigma
23. The top right of the final Sigma