Fine, going by same universes, DC, Alien, Predator, and Terminator are connected in comics, and Terminator to Robocop as well.
Spawn vs Batman is canonical to the Dark Knight Returns universe according to Frank Miller, though was retconned on the Spawn side, so that doesn't count. If you do still count it though, Spawn to Soul Calibur is, I believe, canonical to Soul Calibur. Soul Calibur to Tekken I believe is also canonical. So from there, characters from Tekken and other Namco properties are in Namco High, which also connects to the web comic Homestuck. What does this mean? I have no idea, and I'm pretty sure Namco High isn't canon, I just think it's funny.
But back tracking, Tekken connects to Street Fighter. Street Fighter still connects to all of Capcom, and not by alternate universe, by way of Namco X Capcom and its sequels, Project X Zone. While I believe those do involve universal convergence, all of Capcom is its own universe from the start even before the other universe connect, which I haven't played the games in a while, and I'm not even sure if they do involve alternate universes, but to stay safe let's say they do, and not count Sega and Namco as connected in our web, aside from Soul Calibur and Tekken as exceptions.
So all of Capcom is connected, including Megaman, Resident Evil, Street Fighter, and more. So my boy Megaman can fight Freddy Krueger with no questions asked, it'd be completely canon and in the same universe. I think. What's funny is, Darkman crossed over with Army of Darkness, so that's part of this, and then Megaman 5 introduced an evil robot named Dark Man.
Now, even if we don't use Namco x Capcom or X Zone, Megaman at least takes place in Street Fighter canonical due to Chun Li making a cameo appearance in a cutscene of Megaman 9 or 10, if I recall correctly.
Now, maybe above all else, Soul Calibur is cheating. Maybe there is a bit of universal travel that I'm missing.
What does that leave?
Street Fighter crossed over with G I Joe in a comic. That crossed over with Transformers. Now, there's a character in the Transformers films named Trent who is also in the Friday the 13th remake, but that's the remake and thus not part of our universe. Back pedaling, Transformers has crossed over with Marvel in the comics on multiple occasions, though our universe only connects the MCU, unless you want to count Marvel Zombie's vs Army of Darkness, though I believe Ash comes in from an alternate universe.
So I'm back to square one, with everything Addiesin mentioned, as well as DC due to it crossing over with Terminator, Alien, and Predator.
Without alternate universes or Soul Calibur, I don't think I can link this to Megaman, which saddens me.
BUT WAIT
In comics, according to the crossover wiki, Star Trek has crossed over with both the Legion of Superheroes, this tying into DC, as well as Xmen, which adds comic universe Marvel to the equation. Then comic Marvel to comic Transformers to G I Joe, to Street Fighter, to all of Capcom. Star Trek also crossed over with Doctor Who in the comics apparently. The Doctor, in the distant future, regenerates as a horse in the post apocalyptic horse infested world of My Little Pony, in the form of Doctor Hooves. MLP apparently crossed over with Transformers, which goes to G I Joe, then Street Fighter, then all if Capcom.
Megaman is canon afterall.