The newest game-series set in the main timeline of Mega-Man lore, MMZX is set two hundred years after (so far) Mega-Man Zero 4. Reploid and human relations by this time have resulted in a blurring of the physical differences separating the two groups. What brings any sort of Mega-Man into play at this point thus is the use of Biometals, objects which become special armor for specific individuals, imparting the abilities and sometimes even the memories of those the Biometal are patterned after. One particular Biometal become the center of MMZX's story due to those who would use it to bring the evil from MMZ's time into the present.
The two games in the series are unique in that each present two separate pairs of protagonists who fall under the heroic banner of Mega-Man. The first feature these two...
Vent and Aile, both sharing the same story in the first game as orphans due to a Maverick attack who work at a delivery service at an older age, this leading them into contact with the Biometal based on X. However, it's not until they actually merge both X's and Zero's Biometals that they end up assuming their proper Mega-Man identity, Mega-Man ZX.
In their game, they use this double-merging ability with the X-Biometal to good use as they score the Biometals off of the bosses they face and then double-merge for use in other stages. By the second game's time however, they lose all but the Zero and X Biometals. They also lose their star status as these two replace them.
Grey and Ashe as characters have more individualistic stories, at least at the beginning. Grey's a Reploid boy who much like Zero in MMZ wakes up in a lab-tube without any memories of his past while Ashe's a human girl who works as part of the current anti-Maverick force in ZX's time. Both eventually come into contact with Biometal A, seemingly based on MMX's Axl and changing them each into a new Mega-Man.
Gameplay with them tends to be somewhat different as they use their Biometal's inherent ability to copy abilities to become complete replicas of the fallen bosses rather then double-merging their Biometal with theirs.