For the SEGA Mega Drive/Genesis System:
Sonic the Hedgehog
Sonic the Hedgehog 2
Sonic the Hedgehog Spinball (also Sonic Spinball)
Dr. Robotnik's Mean Bean Machine
Sonic the Hedgehog 3
Sonic & Knuckles
Sonic 3D: Flickies' Island/Sonic 3D Blast
Sonic Compilation/Sonic Classics 3-in-1 (contains Sonic the Hedgehog, Sonic the Hedgehog 2, and Dr. Robotnik's Mean Bean Machine)
Crusader of Centy/Soleil/Ragnacënty (Sonic appears as a cameo on Anenome Beach)

For SEGA Mega-CD/SEGA CD:
Sonic the Hedgehog CD (aka Sonic CD)

For the SEGA Meganet Modem:
Sonic Eraser

For the SEGA Master System:
Sonic the Hedgehog
Sonic the Hedgehog 2
Sonic Chaos
Sonic Spinball
Dr. Robotnik's Mean Bean Machine
Sonic Blast

For the SEGA Game Gear:
Sonic the Hedgehog
Sonic the Hedgehog 2
Sonic Chaos (aka Sonic & Tails)
Sonic the Hedgehog Spinball
Dr. Robotnik's Mean Bean Machine
Sonic Drift
Sonic Triple Trouble (aka Sonic & Tails 2)
Sonic Drift 2 (aka Sonic Drift Racing)
Tails Adventure (as an item)
Sonic 2 In 1 (contains Sonic the Hedgehog 2 and Sonic Spinball (Game Gear version))
Sonic Labyrinth
Tails' Skypatrol
Sonic Blast (aka G-Sonic)

For the SEGA Pico:
Sonic the Hedgehog's Gameworld (aka Sonic's Gameworld)
Tails and the Music Maker

For the Genesis 32X / Mega Drive 32X / Super 32X:
Knuckles' Chaotix (aka Chaotix) (cameo)

For the SEGA Saturn:
Sonic Jam
Sonic R
Sonic 3D Blast (aka Sonic 3D: Flickies' Island or Sonic 3D Blast: Flickies' Island)

For the Dreamcast:
Sonic Adventure
Sonic Shuffle
Sonic Adventure 2
Sonic the Hedgehog (SEGA Smash Pack)
Segagaga (Japan Only)
Shenmue (Cameo)

For the VMU:
Chao Adventure
Chao Adventure 2

For the Leapster Leapfrog:
Sonic X

For the PC:
Sonic the Hedgehog CD (aka Sonic CD)
Sonic's Schoolhouse
Sonic & Garfield Pack
Sonic & Knuckles Collection (a combination of the SEGA Genesis games Sonic 3, S&K and S3&K)
Sonic 3D Blast (a port of the SEGA Saturn version)
SEGA Smash Pack
SEGA Smash Pack 2
Sonic Action Pack
SEGA PC Twin Pack
Sonic the Screen Saver
Sonic R
SEGA PC Puzzle Pack
Sonic the Hedgehog (RealArcade)
Sonic the Hedgehog 2 (RealArcade, SEGA Smash Pack 2 a.k.a. "SEGA Archives from USA Vol. 3" in Japan)
Sonic the Hedgehog Spinball (RealArcade, SEGA Smash Pack a.k.a. "SEGA Archives from USA Vol. 1" in Japan)
Dr. Robotnik's Mean Bean Machine (RealArcade, SEGA Puzzle Pack a.k.a. "SEGA Archives from USA Vol. 2" in Japan)
Sonic the Hedgehog 3 (RealArcade)
Sonic & Knuckles (RealArcade)
Sonic 3D Blast (RealArcade (port of SEGA Genesis version))
Sonic Adventure DX: Director's Cut
Sonic Heroes
Sonic Mega Collection Plus
Sonic Riders
Phantasy Star Universe (Sonic's Birthday Only)

For SNK Neo Geo Pocket Color:
Sonic the Hedgehog Pocket Adventure

For Game Boy Advance:
Sonic Advance
SEGA Smash Pack
Sonic Advance 2
Sonic Pinball Party
Sonic Battle
Sonic X Game Boy Advance Video Volume 1
Sonic X Game Boy Advance Video Volume 2
Sonic Advance 3
Sonic the Hedgehog Genesis

For Nintendo GameCube:
Sonic Adventure 2: Battle
Sonic Mega Collection
Sonic Adventure DX
Sonic Heroes
Shadow the Hedgehog
Sonic Gems Collection
Sonic Riders
Billy Hatcher

For PlayStation 2:
Sonic Heroes
SEGA Superstars
Sonic Mega Collection Plus
Sonic Gems Collection
Shadow the Hedgehog
Sonic Riders
Phantasy Star Universe (Sonic's Birthday Only)
SEGA Genesis Collection (aka SEGA Mega Drive Collection)
Sonic Riders: Zero Gravity
SEGA Superstars Tennis
Sonic Unleashed

For Nintendo DS:
Sonic Rush
Sonic Rush Adventure
Mario & Sonic at the Olympic Games
SEGA Superstars Tennis
Sonic Chronicles: The Dark Brotherhood
Mario & Sonic at the Olympic Winter Games

For PlayStation Portable:
Sonic Rivals
SEGA Genesis Collection
Sonic Rivals 2

For Xbox:
Sonic Heroes
Sonic Mega Collection Plus
Shadow the Hedgehog
Sonic Riders

For Xbox 360:
SONIC the Hedgehog (2006)
Sonic the Hedgehog (Xbox Live Arcade - aka "Sonic The Hedgehog: High Speed")
Sonic the Hedgehog 2 (Xbox Live Arcade)
Sonic the Hedgehog 3 (Xbox Live Arcade)
Phantasy Star Universe (Sonic's Birthday Only)
SEGA Superstars Tennis
Sonic Unleashed
SEGA Mega Drive Ultimate Collection / Sonic's Ultimate Genesis Collection

For PlayStation 3:
Sonic the Hedgehog (2006 game)
SEGA Superstars Tennis
Sonic Unleashed
Sonic the Hedgehog (PSN)
Sonic the Hedgehog 2 (PSN)
Sonic the Hedgehog 3 (PSN)
SEGA Mega Drive Ultimate Collection / Sonic's Ultimate Genesis Collection

For Wii:
Sonic and the Secret Rings (formerly Sonic Wildfire and Hyper Sonic)
Mario & Sonic at the Olympic Games
Sonic Riders: Zero Gravity
Sonic the Hedgehog (Wii Virtual Console)
Sonic Spinball (Wii Virtual Console)
Sonic the Hedgehog 2 (Wii Virtual Console)
Sonic the Hedgehog 3 (Wii Virtual Console)
Sonic 3D (Wii Virtual Console)
Super Smash Bros. Brawl
SEGA Superstars Tennis
Samba De Amigo
Sonic Unleashed
Sonic & The Black Knight
Mario & Sonic at the Olympic Winter Games

For Nokia N-Gage:
SonicN

For Arcade:
Waku Waku Sonic Patrol Car
SEGASonic Cosmo Fighter Galaxy Patrol
SEGASonic the Hedgehog
Sonic the Hedgehog AWP
Sonic the Fighters (aka Sonic Championship)
Sonic & Tails Spinner
CR Sonic
SEGASonic Popcorn Shop
Sonic's Space Tours
UFO Mini: SEGA Sonic