Mega Man X Legacy Collection

To beat the final boss use the catapillars to refill on lives, health, health in your Sub-Tanks, and weapon power. To make this go fast just use a fully charged Rolling Shield and stay where the catapillars are as HolyRabbitThug stated.
Hopefully you have all upgrades at this point, if so this fight is a lot easier.

#1 Sigma's Dog: Use the Hadoken (I find it easiest to use the control stick for the motion) on Sigma's Dog. Do not move, and do not have a charged up shot as that will hit before your Hadoken does giving him invincibility frames to avoid the Haydoken.
#2 Sigma with Sword: Hadoken him right off the bat, if done correctly you should be at Sigma's final form (his Wolf Face).
#3 Wolf Sigma: He is immune to Hadoken in this form so here's some tips. Only fully Charged X-Buster shots and Armadillo Shield will hurt him. There's a spot on his platforms that you can stand with one foot in the air and 1 foot on the pad. He can only hurt you from here when his other platform runs into you. Use the Chameleon Invincibility fully charge power to get to this position safely.

Once you beat Sigma's final form, watch the ending, and let it roll through the credits you will come to a picture that thanks Capcom on it and it will remain there for about 30 seconds to a minute. You don't need to press anything just let it continue and a secret message from Sigma will pop up. As soon as that happens the achievement will pop.

If I left anything out or you know something that help just message me so we can have the best information available, thanks!

Once you beat the game and get the “It’s Over” achievement, wait through the credits and at the end Sigma will pop up with a message for X at which point the achievement will unlock.

This one isn’t so much a guide (MegaManSurvives already did a great job with their guide) as it is just a neat little trick for people struggling with the game.

You can play most of the game on Rookie Hunter mode if you’re like me and terrible at Mega Man. All you gotta make sure you do is NEVER save! Write down/take a picture of the passwords you get from the game when you die/beat a level and when you get to the Sigma Stages (I turned it off when I got to Sigma Stage 1 to be safe but you could probably go all the way up to the final boss, since I do believe there IS a code that puts you there) exit the game, go back in with Rookie Hunter mode turned off, enter your password and as long as you never saved your game, then the game will think you never used RH mode to begin with and you’ll get this achievement upon beating Mega Man X after the credits roll and Sigma’s message pops up on the screen.

I’d assume this strategy will work on every password game, but don’t quote me on that since, at the time of me writing this guide, I’ve only beaten X1 lol I don’t see why it wouldn’t, though.