If you drag out the first battle with Dr. Robotnik and the wrecking ball long enough, he starts throwing bombs.
It's possible to hit Dr. Robotnik more than once during his escape after the final battle. This has been reputed to trigger all kinds of crazy things, from hidden endings, to secret levels, to alternate game play modes.
While it IS possible to actually hit him afterwards if you're fast, nothing happens. He doesn't even respond, he just keeps on flying.
Hidden Palace Zone is playable on Sonic 2 if you press a certain combination after the level select code
With the use of a cheating device it is actually possible to enter the Hidden Palace Zone, but it has not been fully programmed and is unplayable. Sonic or Tails just fall 'through the stage. []'
Tails following Sonic makes the Special Stages harder because he loses Sonic's rings when he gets hit.
This can't happen because Tails has his own ring counter. However it is possible for him to get in front of Sonic if the player hits a mine and 'steal' some rings fom the player in that position, making this one partially true.
Any and all stories about strange lock-on effects. For example, that connecting Streets of Rage 2 to the top of Sonic & Knuckles will allow you to play Streets of Rage 2 as Knuckles.
These are the only effects of locking on cartridges:
Locking Sonic 3 to S&K creates Sonic 3 and Knuckles, the full game which Sonic 3 was originally intended to be. Knuckles is playable in all levels, and the S&K levels follow on directly from the Sonic 3 levels. Some music is replaced in the original levels, such as Knuckles' theme.
Locking Sonic 2 to S&K allows the game to be played as Knuckles. This is the origin of myths that it allowed other games such as Streets of Rage or Ecco the Dolphin to be played as Sonic characters.
Locking Sonic the Hedgehog or Sonic Compilation to the S&K cart brings up a screen saying "No way!" Pressing A, B, C and start unlocks all of the Blue Sphere bonus stages for play (over 100 million of them).
Locking almost any other Genesis game to S&K and pressing the above on the "No Way!" screen unlocks one Blue Sphere map which is repeated endlessly.
Some cartridges won't display the "No Way!" screen or activate the minigame; this occurs in any case where the combined game data of the S&K cart and locked-on cart exceeds 4 megabytes, since this is the maximum amount of game data the Genesis can address.
There's a way to use S&K to play as Knuckles in Sonic 1.
Sega attempted to make Knuckles playable in Sonic 1, but discarded the idea as it was impossible to integrate the colours of the Knuckles sprite [primarily three pinkish-red tones] without screwing up the palette of the rest of the game. A third-party hack released much later succeeded in doing this, though at the expense of altering the Knuckles sprite's main colours to the two red tones used in Sonic's shoes.
There's an into-the-screen hidden mission where Sonic is on the back of Tails' plane dodging lasers.
Largely the result of simple confusion, this is in fact based on mistaking the non-playable intro of Sonic Spinball for a playable level from Sonic 3 & Knuckles.
Something is unlocked if you finish every Blue Sphere level; examples include Hyper Tails, or the ability to play as Amy Rose, Metal Sonic or Robotnik.
A futile exercise, since if we assume each level takes two minutes, it would take about 400 years of continuous play to do. Anyone who claims to have played every stage is lying.
Super Sonic can be unlocked for play outside of the final battle.
Both the back of the case in the game and a Sound Test sample heavily implied that all Chaos Emeralds could be collected and allow Sonic to trigger his Super form afterward, but was mysteriously removed before the game was finished. He was slated to become fully playable in Sonic Adventure DX, as evidenced by the SS icon in Trial mode, but was replaced by Metal Sonic. The Chaos Emeralds can be collected, but only half of them used as the "Goal Ring" in the Action Stages and cannot be used by the player, only serving as devices to further the plot of the story.
Recently, a hack has allowed the original plan for a fully playable Super Sonic has arisen, complete with the Ring count criteria.
Dr. Eggman is unlocked by pressing all buttons (or a combination of buttons in some versions of the myth) during the credits.