I normally don't look for glitches in games, but this one just jumped out at me to try. When ascending the wall with Item 3, I move to the left and then once it reaches the top, I move to the right. This has the effect of zipping Mega Man off the screen, so when the battle starts he dies. The game then keeps him in this position, so the same thing happens upon restarting the level.
After the game over screen, if you select the Continue option the same thing happens over and over. But at Wily Stage 1, a funny looking area is accessible, and some weapons and items don't behave as they should.
Oh, and the glitch doesn't remove the castle intro. I edited that out myself.
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