So the somewhat recent Rockman X Sound Box didn't have any of these. While it's understandable, due to licensing issues and all, it still makes for an incomplete collection.
I'm not gonna ask for the albums in which they are featured in, since the older ones are pretty much out of the question, so I'm gonna request the individual songs instead (that I know of):

Kotono Shibuya - One More Time (X3 OP)
Yukie Nakama - Makenai Ai ga Kitto aru (X4 OP)
Mosquito-Milk - Monkey (X5 OP)
Showtaro Morikubo - Moon Light (X6 OP Part 1)
Showtaro Morikubo - The Answer (X6 OP Part 2)
RoST - I.D.E.A. ~Every Day I am Dreaming~ (X6 ED)
Rina Aiuchi - CODE CRUSH (X7 OP)
Showtaro Morikubo - Lazy Mind (X7 ED?)
Janne Da Arc - WILD FANG (X8 OP)
Asami_Abe - Jounetsu Setsuna (CM OP)
Spinwake - Don't Wanna Be (IHX OP)

Alert me if I made a mistake or missed something, as the Mega Man wiki only tells me so much, and I haven't actually played any of the Japanese versions (aside from X6, since the English version was pretty much a quick translation instead of a localization).

UPDATE: Already found most of them, shared here (http://forums.ffshrine.org/f72/lossless-video-game-soundtrack-thread-v2-126974/243.html#post2702053).

I also second on the Japanese openings and endings of Rockman X series.

Agreed. It would be nice to have all of the singles in one place especially since some of the official albums don't have the full theme songs (I'm looking at you Command Mission!).

I'll look into it. Can't make any promises for everything you're asking for though.

Huh, forgot about this thread. I've actually found quite a majority of it in lossless if you follow the lossless VGM thread. The ones I haven't already found aren't grayed out in the updated list.

search here

rockman vocal collection MP3 - Download rockman vocal collection Soundtracks for FREE! (http://tinyurl.com/nolrkx3)