The Wily Castle (ワイリー城) in Mega Man 4 appears after Mega Man defeats Dr. Cossack in his citadel and learns from Kalinka, who is brought to the scene by Proto Man, that her father was forced to work for Dr. Wily's plans. Wily shows up to yell at Proto Man for betraying him and then dares Mega Man to pursue him, running away to his Wily Castle. Mega Man follows him and ultimately goes up against Dr. Wily, but he escapes in the end.
This Wily Castle is the first castle in the original Mega Man series to be shown being completely destroyed at the game's conclusion, with several later castles in the series also being seen exploding or collapsing.
Dr. Wily Stage 1
The first section is littered with Mets and features almost nothing but multiple forms of this recurring enemy in the indestructible hard hat. Even the final boss is a giant version of this common enemy.
Dr. Wily Stage 2
The main hall of the castle, which is full of split paths to take and more recurring enemies.
Dr. Wily Stage 3
This is a short stage that is mostly a vertical drop that leads to capsules containing rematches with the eight Robot Masters, followed by the first battle with Dr. Wily.
Dr. Wily Stage 4
The final level, even shorter than the previous, through the castle basement, en route to the final battle with Dr. Wily. After his defeat, Wily escapes and sets the Wily Castle to self-destruct. Mega Man teleports out of the fortress to avoid the explosion.
Wily Castle only has one stage in the Game Gear Mega Man game; a recreation of Quick Man's stage, complete with Force Beams. Quick Man himself is not present, however, as when the player reaches the boss corridor, Mega Man warps to another part of the castle. This last section is designed after the first room of the third stage of Mega Man 5's Wily Castle, with the teleporter at the end simply leading to the final confrontation.
After Mega Man defeats Dr. Cossack and Proto Man rescues Kalinka, Dr. Wily appears and runs to his research laboratory. Mega Man follows him, facing several robots inside before finding Dr. Wily.
Mega Man Archie Comics series
The castle was alluded to in issue 49, where it was revealed that Mr. X and his X Foundation had supplied Dr. Wily with the castle for his robotics research in exchange for using said research in an attempt to force humanity to realize their mistake of relying on robotics.