The Homebrew Channel does have an app for loading out-of-region games...but Nintendo's apparently on a witch hunt for killing the thing with their two/three/fifty most recent updates, so that's not a real reliable method for most of us. At least, it's not for those of us that want to play games online, or do anything online, actually, since Ninty makes you update if you try to log onto the WiFi Connection.
@Tatsunoko looking alike: The heck do you expect? It's (mostly) tokusatsu. Look that word up on Wikipedia, and be amazed at all the things you can learn.
...Anyway, you wouldn't feel that way if you'd watched Casshern or Gatchaman. Seriously, both those shows are awesome, they just lack publicity outside of Japan.
As for why they don't make a Capcom-only game...
Well, I'm probably alone in this, but I think that'd be kind of boring, by this point. I loved the SNK vs. and Marvel vs. games to death, primarily because of the mixing. It just wouldn't be as interesting (or headline-grabbing/hype-generating, for that matter) without the crossover.