Man, I used to love these games so much. Though the only ones I missed that I actually remember fighting before were Crash, Flash, and maybe Flame... I played Mega Man 1-6 on the NES and then Mega Man X and some of its sequels on the SNES. Feel like there are some missing from the core series... or, more likely, I just don't remember the names of all the ones I blew up time and time again.
Mega Man is a different series from Mega Man X. That may be why you think some are missing, After Mega Man 6 Capcom did start the X series, so it was confusing for some.