The Megas/WMG

If they ever do Zero's theme, it will be him calling out Wily for his actions
Zero being a robot capable of independent thought, realizes what Wily has in store for him, (namely, to turn him into a psychopath, seal him away and kill X), and before Wily can induce his murderous personality and put him in stasis, he tells Wily he's a lying, manipulative hypocrite, who built and stole armies of robots and programmed them with their various neuroses and set them loose on innocent populations, lambasting Light and Mega Man for their actions in daring to try and save innocent people from his rampages (all from the comfort of his fortress), then running like a coward or begging for mercy he did not deserve every time they had to stop him. Furthermore, for all his exclamations of robot rights and whatever, he was responsible for more robot deaths, misery, reprogramming and oppression than any other person in the world, done in the name of his own self-aggrandizement, and that he was about to lobotomize his greatest achievement for petty revenge.
 * Alright, it's not so much a WMG as something I'm hoping for.
 * They probably are going to do Zero's theme. They said that, after Mega Man 3 is done, they're going to work on the first Mega Man X game. However, as, by this point in time, Zero has absolutely no idea who Wily even IS, it'll probably be a later Zero song that discusses it(unless you're talking about a flashback).
 * I was talking about Zero doing it to his face before he got sealed away. Maybe it could be a progressive thing, starts with Zero telling Wily to go fuck himself, and ends with something about how he doesn't know who his origins, but he has this overriding desire to protect X, and thinks this is what his creator wanted him to do.

The Message From Dr. Light takes place in the same universe as The Protomen as well as this one.
Either just before or during Hope Rides Alone (in which Proto Man attacks the robot masters from the first game), or just after Unrest In The House Of Light (in which he tells Mega Man about what happened to his "brother," causing him to go out to try to avenge his death).

[[So does "I Want to be the One," which come immediately before "Unrest in the House of Light."

Mega Man started wondering about being a war machine because of Crash Man
Seeing Crash Man throw the fight, he began wondering about what he did. The other Robot Masters were not so big an issue, given they were causing mayhem and destruction for poorly-defined reasons, or were trying to kill him for personal glory or intense Moral Myopia (avenging the other robot masters despite the fact that they were rampaging murder machines working for a deranged power-hungry mad man), or in Flashman's case, because he was a Stalker With a Crush who could stop time.
 * It's also possible that Mega Man didn't know some of the robot masters like Flash Man weren't as shallow and sadistic as the others(Looking at you, Heat Man). When Crash Man forfeited the fight, despite having the advantage, Mega Man realized that they weren't just mindless mooks like the mechaniloids, but machines capable of thinking and feeling. It's the same process as dehumanizing the enemy in war, to not BSOD. Mega Man simply saw through those rose-tinted goggles.
 * Supported due to "Programmed To Fight" segueing directly into "Lamentations of a War Machine" on the album.
 * It might have started slightly before. Quick Man saw him as nothing less than the unstoppable incarnation of Death himself, but he talks to Mega Man just before he dies. Mega Man realized that he has become He Who Fights Monsters, but he couldn't stop; not with one more robot, the only one with the power that Mega needed to get to Wily.

Crash Man died by his own bomb, but not his own hand.
In the frantic fight, although he had the upper hand, at some point, Mega Man managed to tornado Crash Man and a fired crash bomb into a wall. He got up to finish Mega Man off, but noticed the lodged crash bomb next to him, and rather than take off to finish off Mega Man, he stood next to the bomb until it exploded, saluting Mega Man just beforehand.

The Megas will get a woman to sing Splash Woman's song.
It makes sense, as she's a girl. :p

The death metal screaming in Look What You've Done represents Wily's insanity.
The calmer singing represents his more rationally evil side.
 * For that matter, this could also apply to Bomb Man as well. He certainly does seem... unhinged.

In the (hypothetical) Mega Man 4 album, the robot masters sing about their intention to save their sister.
Them fighting Mega Man was just to distract Wily from seeing Protoman pulling his Heel Face Turn and saving Kalinka, but when Proto Man shows up with Kalinka in tow, Wily pulls an epic Nice Job Breaking It, Hero, pointing out that Mega Man just slaughtered 8 innocent robots, and Proto Man was complicit.
 * The album though, ends with Mega Man and Proto Man reconciling, Proto telling Mega the others did what they felt they had to do, ending with Proto Man promising he'll never work for Wily again.
 * Unfortunately, The Megas aren't all that fond of the game, and are more likely to skip to Mega Man X or 9 rather than do this game. Which is a damn shame, because 4 had some stellar songs this idea is brilliant.
 * Thanks! And I'm listening to the end music, and I think the transition from the solemn train ride music to the MM 2 Remix would work very well for the mourning and reaffirmation of hope in Mega Man that I was going for.

The voices in Heatman's mind are his brothers that had fallen before.
He blames himself for letting them die in the first place and hunts Mega Man down for revenge, destroying anything that gets in his path which may or may not have been entire cities.

"The Message From Doctor Light" is Doctor Light's answer to the questions Mega Man asks in "Lamentastions of A War Machine"
In "Lamentations", Mega Man has been reduced to begging Doctor Light to tell him why he was made; was he built solely to kill? Is anything he's doing right? Is there a soul beneath all his programming? Etc. And what is in "The Message"? Doctor Light's answer. Yes, Mega Man was built with the ability to fight "I gave you power", but he was also built to save mankind "A sense of justice beyond any compare." The very fact that Mega Man is questioning his right to kill is proof of that. As for Mega Man's question of whether he has a soul, all Doctor Light can offer as an answer is to tell Mega Man what he built; from his eyes to his (ROBOTIC) hair; "But the burning in your heart, I did not put there." Finally, we have Doctor Light's answer as to why Mega Man was made. "What purpose am I to fulfill? Was I built to kill?" Doctor Light's answer? "Latex, and steel / Zeroes and ones make up my son. / The world gave me / no child, so I built one." "They call you hero, I call you my son.". Above all else, Mega Man is Doctor Light's son. That is why he was built. That is the message from Doctor Light.
 * Aww

The Robot Masters are all aspects of Wily's Personality
When you think about it, each of the Masters exhibit as their primary personality trait something that you'd expect to find on a crazed scientist like Wily. Air Man represents Wily's isolation and loneliness, and his resentment for being exiled from the scientific community. Metal Man is Wily's arrogance and self-confidence, his unwavering belief that Light, and by extension Mega Man, could never defeat him. Wood Man is Wily's inner Well-Intentioned Extremist, but like Wily himself, he goes overboard in trying to protect what he cares about. Bubble Man is Wily's feeling of worthlessness, and his unending desire to prove himself. Heat Man is Wily's rage and hatred for Light and Mega Man, and the more unstable side of his personality. However, he also represents Wily's guilt, which is why he imagines himself to be in Hell. Flash Man has aspects of both Air Man and Bubble Man - loneliness and worthlessness - but primarily he's Wily's envy and jealousy of Light's accomplishments, which reveals itself as a desire for Mega Man - symbolically, Light's acheivments. Quick Man is Wily's inner fear, the knowledge that, even if he won't admit it to himself, Light is actually better than him, and Mega Man is going to win, regardless of what he does. Finally, Crash Man is Wily's own self-loathing, his own desire to be defeated. Deep inside, he hates himself, and wants to be stopped, and that reveals itself in Crashman's desire to help Mega Man.
 * I think Quick Man also represents his desire to change the world for the better somehow. Now, let's try the guys from Megatainment.
 * Actually, I think desire to improve the world is mostly Elecman, who represents Wily's radical, 'revolutionary' side. Bomb Man is Wily's insanity and emotional turmoil (it's implied that his emotions - "The robot can feel!" - drove him crazy, as he didn't know how to deal with them), as well as Wily's destructive impulse. And finally, Fire Man and Ice Man both represent Wily's inner longing to work with Light again (as he hinted at in Look What You've Done).

Alternatively, the eight Robot Masters are reflections of Mega Man's personality
Bubble Man, Air Man and Flash Man represent Mega Man's insecurities: specifically, Mega Man's inability to determine his purpose. Quick Man reflects Mega Man's fears: Mega Man is actually scared shitless whenever he has to fight a Robot Master, and Quick Man is a representation of that. Metal Man and Heat Man are what Mega Man is afraid to become: murderers who feel no remorse for their actions. Wood Man represents what Mega Man believes to be a sense of justice: is Mega Man just as myopic as Wood Man is? Finally, Crash Man is Mega Man's Shadow Archetype: Mega Man is afraid that his directive to fight will eventually consume his free will.

All the Alternative Character Interpretation is intentional
They wanted us to relate to the robot masters and feel bad for someone of that we gleefully kill them. Though, we have a trope for this, its Everyone Is Jesus in Purgatory.

Bomb Man is singing about dropping the bomb...
...Literally. He has somehow come into possession of a nuclear bomb and is going to destroy a city(Monsteropolis?) with it. Think about the lyrics: "One detonation, and the city's coming down... My power will bring the light of a new dawn, it's time to drop the bomb... The day of reckoning is near... Obliteration: the human's chance has passed." But he's commiting suicide in a way because the bomb vaporizes him as well, like Major Kong in Dr. Strangelove. Mega Man couldn't have killed him, because he didn't have Fire Man's weapon(assuming the songs go in chronological order).

If they ever do songs about the Mega Man Killers
Yeah, I know, it's unlikely, but still, if they do, they'll each likely be influenced heavily by the genre the robot was named after, and based on the boss music that plays in their original Game Boy appearances.
 * Enker will be smug and superior, and only realize near the end of the song that he's been tricked into destroying himself, but refuse to relent out of pride.
 * Punk, fittingly enough, is basically a screaming, vicious anarchist.
 * Punk's actual personality has been described as being rather honorable. If he starts a rant using nothing but "p" words, i'm out of here.
 * The Megas are not beholden to the roles Capcom has assigned, and the Mega Man Killers are fairly obscure, to there's room for Punk to be more of a, well, punk... Plus, it only says he likes to fight fair... Maybe he just enjoys a good brawl, a bit of the old mega-violence as it were?
 * Ballade respects Mega Man as a worthy foe, and regrets that only one of them will live, but has been looking forward to the fight for as long as he can remember.

Dr Wily is in love with Dr Light
The second half of Look What You've Done does sound like the aftermath of a particularly bad breakup. Dr Wily's burning lust manifests itself in the form of Flash Man, who is obviously gay for Mega Man (Light by proxy)

The Doc Robot will get a song in the upcoming Mega Man 3 album
He will constantly switch between the personalities of the Robots from Mega Man 2, in a homage to the Get Equipped album. Whenever he isn't using a bosses' power, he will sing about how he and Mega Man both share the ability to copy the weapons of others and will try and use this point to persuade Mega to join Wily's legion.

Mega Man is headed for a Heroic BSOD
The songs from his POV are getting increasingly darker, tracing the path towards a mental breakdown. In "I Want to Be the One", he is utterly optimistic and gung-ho about defeating Wily. In "Lamentations of a War Machine", he is remorseful of his actions, worries about being a killing machine, and repeatedly asks "Was I right?" "History Repeating" is, if anything, even darker, with lines like "Who do I call when I'm broken and bleeding?" and "What always ends in bloodshed begins as just a game", and a refrain about how he wishes he could change his destiny. If the trend continues, he may hit PTSD.

Both Gotta Run/Be The One and Megaman 3 With Lyrics are canon.
Related to the above, Megaman's been headed on to this for a while. Gotta Run/Be The One has The Megas' half represent Megaman's rational side, optimistic and courageous about the future. The Brentalfloss half, on the other hand, represents his instinctive and crazier side. The two both refer to themselves as Megaman, yet the Brentalfloss voice refers directly to the Megas voice, implying the two are Split Personalities. Then, following the painful realizations at the end of Megaman 2, the Brentalfloss side took over in 3 in full to deal with it. If taken as canon, Megaman 3 With Lyrics really does sound like Megaman is just plain insane at that point, only able to survive by embracing the insanity.