I think every X game except for X 2 is available for the PC. I remember buying Mega Man X for the PC way back in the day to get the Genesis-like controller (or "joypad"). Though really, shouldn't a Super NES-like controller have been more fitting? I see the box every day, all my boxed games are lined up along the wall alphabetically and Mega Man X and Metal Gear Solid 2 are directly above the center of the monitor.
Those are the kinds of games that are more common in their console form, it seems. I've seen one of the later X games available from one of those legal buy-a-download sites when they seemed to be advertising a lot on GameFAQs, but otherwise they're hard to find.