Mega Man Zero 4
The evil Dr. Weil wants to take over Neo Arcadia and only Zero and his friends can stop him leading the union between humans and reploids.
As always, between missions you can configure your abilities (weapons, cyber-elfs, etc.) and talk to characters to learn different things.
One of the new implementations to the series is that you can control the weather to overcome different obstacles.
Depth Lord (945)
Game Boy Advance