Mega Man's jump in Mega Man 3 is pretty much the same as it is in all of the Mega Man games, pretty pathetic:

This is pretty inconvenient since the boss robots, and most of the other robots in the game for that matter, are far more maneuverable than you are and can jump to nearly the top of the screen. Wouldn't it be awesome if you could do the same?

Well, hang on to your headwear.

If you plug in a second controller and have someone hold down Right on the control pad, suddenly Mega Man can jump much higher. How high? This high!

Even better is that if you fall into a pit, as long as the Right arrow is being held you can just jump back out.

Just a note, I couldn't get this to work in the Mega Man Anniversary Collection version of the game. It's old-school NES version only, I'm afraid.