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According to a Capcom Development report, the reason why the Marvel vs. Capcom series originally came to be was because Marvel wanted to introduce it's character to a Japanese audience.
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According to their respective profiles in the Street Fighter V character guide, Mecha Zangief's body and Shadow Lady's Miracle Drill are covered in a substance know as 'L. Ceramical Titanium'. This is a reference to the Ceramical Titanium (know as Ceratanium in the English version) from the Mega Man series.