According to some sources the story starts out like this: During a press conference in an airship, a mysterious woman (possibly the Blond woman in the title pic above) appears and attacks the giant ship. Aboard the Flutter, MegaMan and Roll notice the events on TV. Roll recognizes the mysterious woman as her mother, but seems confused as to why she would do such a thing. Roll and MegaMan set out to get to the bottom of this mystery. Wacky shenanigans ensue.

According to other sources, the story starts out like this: A young girl is discovered frozen in some ancient ruins, shortly after the first MML ends. Mega Man and Roll travel the world in search of the "Great Legacy," a dream that predicts a digger will find an infinite source of power. Verner Von Bluecher, an entrepreneur, preaches that this theory may indeed happen. It is Von Bluecher’s wish to travel to the "Forbidden Place" in a huge airship where it is rumored the Great Legacy exists. As he starts to set sail, the mysterious young woman appears (perhaps Roll's mom from the above scenario?), setting the game in motion. Wacky shenanigans ensue.

Above are a handful of characters form Legends 2. At this point, most are a mystery, though from an FMV sequence in the demo, it appears there is some incident in the game that requires MegaMan to chase and catch the two demonic-looking lil kiddies on either side.