The Japanese versions of Rockman X Anniversary Collection; both 1 and 2 do. They default the game choices to the Japanese language, but you can set the menu language and specific game languages to whatever you desire. I have the menu text to English, but all games in Japanese, as for the games on PS1/PS2 in their original releases I prefer the Japanese voice cast. What's more, the Japanese releases keep the licensed music for X4 and X5, as well as X7 and X8. I believe X6 is the only one unchanged in that regard for the collection in other territories, but besides that, everything is shared between both regions apart from the aforementioned music licensing. What's more, X7 and X8 also include (text only, I believe) multi-language variants that would correspond to their European releases (with the lazily put-together logo, if you believe it to be so).