The title mentions Mega Man: The Wily Wars, which is for the Genesis. Assuming that the graphics are actually compressed (quite likely) then there will be a routine in the code to handle the decompression. Again, 68000 assembly is necessary here. As FAST says though, once you can read assembly then you can see it being decompressed before your eyes, no guesswork necessary. Sometimes it's simple, sometimes it's complex, but the only way of knowing is by learning assembly.
Yeah I realised the name after I pressed go. Left my shame for all the world to see.
I still don't think assembly is the only way. For the big two families of Huffman and LZ (I am treating RLE as a special case of LZ), or dictionary vs read back, if given a snap from the ROM and a snap from a memory dump where it is presumably decompressed then you could figure out the lookup table or the flags (if any) and the bit level split between the read length and the distance (plus whatever) to create a decompression tool in some high level language, and presumably then compression tool (if necessary -- something like LZ you might be able to insert the "not compressed" flag in at all the relevant points and cheat, or in the case of some DS binary stuff then twiddle the "not compressed" flag in the header).
Assembly helps massively here of course -- once you understand what groups of instructions are doing in a broad sense (I have not done the most with 68K but despite nominally being CISC it is not doing to be single instructions handling it like some modern X86) then it is only going to be optimising the resulting algorithm (if you even care for something as small as game data) or maybe figuring out alignment restrictions, something assembly won't necessarily make obvious, that takes the effort.
Again I agree learning assembly is the way (it is not even going to be crazy assembly as much as basic data manipulation and IO) and my path above is tedious in the extreme (doing it for my example there I was so bored) but not enough that someone with a bit of determination akin to many a hack we have seen over the years could not reasonably do it in normal hobby timeframes.