I poked a MAMEdev (who wishes to remain anonymous) on IRC before I went to bed last night, and this morning I woke up to see basic CX4 support checked into the MAME source tree. After rolling it into MESS, both Mega Man X2 and Mega Man X3 boot right up and are almost fully playable. The only issue I've seen is that in scenes that should have wireframe graphics provided by the CX4, the OAM data that gets displayed is just garbage: