Dr. Cossack's Fortress, Stage #3 - I got stuck in the wall after auto-scroll has been ended:
Viewing post in Mega Man: The Sequel Wars - Episode Red comments
This glitch happens whenever a character slides in a one-tile high space with a ceiling. It doesn't matter which modifier is on, this happens at any time that condition is met. Double Jump just adds to the potential spots that could happen. Also, you can break out of that at any time by just jumping.