Mega City is Mega Man's home town that first appears in Mega Man #1. Its original name was "Monsteropolis", but the mayor had the name of the city changed it due to Mega Man's selfless acts to save the world from both Dr. Wily and the Emerald Spears.
Prior Worlds Collide
The city was celebrating Mega Man's birthday and honor towards the city, thus the city's name was changed into Mega City. However, Break Man interrupted the birthday by shooting at the citizens. Mega Man, along with Rush, chased after the mysterious "red Sniper Joe" until Rush was shot down by Break Man. While Mega Man teleported Rush to Light Labs, Bomb Man, Cut Man, and Guts Man took care but failed of Break Man. They were easily defeated and Mega Man and the "red Sniper Joe" began to fight. Mega Man was then struck down by Break Man via a charged Proto Buster shot, but the Blue Bomber told him not to break his father's heart. Break Man then hesitated, and began to run away. Mega Man was able to grab Break Man's scarf and before removing Break Man's helmet, the Genesis Wave had struck... (Mega Man #23/Sonic the Hedgehog/Mega Man World's Collide Prelude FCBD 2013)
As it seems, the world of Mega City seemed to be any normal day; until sirens from police cars startled Proto Man. He then investigated, and found the Roboticized Masters-Tails Man, Shadow Man, Rose Woman, and Knuckles Man-stealing a rare, unknown gem from the First National Bank. Meanwhile, at Light Labs, Mega Man, Roll and Dr. Light hear about the bank robbery and Mega Man went to the crime scene. There, he rescued Proto Man and chased after the Roboticized Masters. After fighting several of the Roboticized Masters, Mega Man was hit by a mysterious blue blur and the Roboticized Masters managed to escape via a Warp Ring. Mega Man is able to shoot down Shadow Man, which allows him to get inside the Warp Ring. (WC #1, #2)
Post Worlds Collide
After using Chaos Control, Mega Man's world was restored to it's proper state, though the damage done to Mega City by Break Man was undone. (Mega Man #28)