Probably my favorite game series ever, as most people can probably tell. The X series is so great in terms of story and gameplay; I really wish Capcom would actually care about their fanbase and wrap up the series with X9, or ZX3 for God's sake. In the mean time, fans keep the series alive through the Wiki and on the official Megaman forum over at Capcom's website, years after the last installment. Not to mention the cancellation of Mega Man Universe and Mega Man Legends 3, both of which would have been AMAZING.
Also, not trying to raise anyone's hopes, but Capcom recently had a survey on their site asking fans about games like Street Fighter, Mega Man (X), Resident Evil, and other classic titles. I took it, and a lot of the questions hinted towards new installments and HD remakes of those series, especially MM and MMX. That's something I would definitely purchase through PSN or XBL. It's sad, but I would pretty much throw money at Capcom to get ANY progression of the series at this point.
This, however, is something that I won't support.
As for the question in the OP -
Zero killed every one in the classic series. 3...2...1 go!
SILLY THEORIES ARE SIL- You know what, that's probably a credible idea. Dr. Wily is the confirmed creator or Zero, and he could have even died along with Mega Man and the others due to him underestimating the maverick virus he created. I still find it hilarious that the Mega Man X, ZX, and Legends series were ALL based on Zero's creation.
Like I said, Mega Man is probably my favorite game series ever created, and it would sadden me to see it thrown away just because the father of the series had some bad blood with Capcom.