Mega Man X4 is the 4th game in the Mega Man X series, a spinoff of the Mega Man series. Throughout the series, Zero continues to tell X that one day, X will be just as strong as him. However, X wants to show that he doesn't need the strength of Zero to defeat the Repliforce. In fact, he goes as far as to not collect any items on his quest to defeat the army, just to flex on Zero.
This TAS by HappyLee shows exactly what happens when X does not collect any items.
If you wish to watch a run where X does collect items, there is this movie that does exactly that.