Welcome to the FX codes
 
Blue codes are old, they can be found everywhere or in a few places.
 
Red codes I've found in mags and sites but I can't get them to work. (they are probably fake)
 
Green codes- I don't have this game so I can't test it.
 
Orange codes are discovered by me, you might find them elsewhere but they were here first.
SEGA SATURN
Sonic Jam
Secret Challenge - Hold A while selecting "sonic world" (collect all 100 rings in 1 minute)
 
Watch all movies one after the other in a loop - In the Museum's movie theater, at the movie select screen Hold X, Y or Z then press A or C  Then press Start when you want to stop watching
Sonic 1
Enter these at the title screen.
 
Level Select + Sound Test - Up, Down, Left, Right,(ring) hold A, Start
 
Extra Options During Game - C, C, Up, Down, Left, Right(ring) or Up, C, Down, C, Left, C, Right(ring)
When paused    A=Reset    Hold B=Slo-Mo    C=Frame Skip
 
Debug + Invincibility - After Extra Options During Game code Hold A, Start
B=Enter/Exit Debug    A=Change Item    C=Place Item
 
Extra Maze Area (get 6 same color emeralds) - In the Special Stage, enter debug and hold left a few seconds, exit debug and you will drop into a place with a 1up icon, other icons and lots of chaos emeralds, collect an emerald to end the stage, look for your favorite color and get it. (easiest to do with blue)
Sonic 2
Play as Miles - At Title Screen press Up, Down, Down, Down, Up(ring) Anything that once said "Tails" Will say Miles.
 
14 Continues - In Options play songs 1,1,2,4(oil ocean music won't stop)
 
Extra Options During Game - In Options play songs
19,65,9,17(ring)
When paused    A=Reset    Hold B=Slo-Mo    C=Frame Skip
 
Level Select and New Sound Test - After Extra Options During Game code press Start on Sound Test, now hold A, Start at Title Screen
 
All Chaos Emeralds - At the Level Select Sound Test play songs 4,1,2,6(all emeralds sound effect)
 
Debug - At the Level Select Sound Test play songs 1,9,9,2,1,1,2,4(ring)hold A when selecting a level
B=Enter/Exit Debug    A=Change Item    C=Place Item
 
Speedy Characters - In Oil Ocean 2 there are two machines that a rocket platform feeds you in and bounces you out the top, go to the second one and hold Right when being fed through the object is to land on the spikes and bounce back to the canon (You can use debug and create a canon that points down near some spikes)
 
Use These With Debug
 
Green and Black Sonic - In Emerald Hill enter debug and turn into the item that looks invisible, keep hitting Right, C and place at least 60 waterfalls, hold Left for a 5 seconds, exit debug then hold right to run through the waterfalls. (if it doesn't work add more waterfalls)
 
Two Tails in Sky Chase - Create and hit a Transfer Box, when you hear Sonic die press B, wait for the SCOR numbers to stop moving then press B again
 
Supersonic and Super Tails - Turn into Supersonic, Create and hit a Transfer Box, Now you have Super Tails and fake Supersonic, get hit by something to stop being fake Supersonic, now get 50 Rings and jump (Place rings on Tails to speed up the process)
 
Play as Gold Sonic - In options switch to "Sonic Alone" then do the level select code, then the debug and all chaos emeralds codes, become Supersonic then create and hit a transfer box (Gold Sonic is not invincible, can get a gold shield, has his own sign, does not use rings and jumping with 50 rings will turn you back into Supersonic
 
Play as Beta Supersonic - In options switch to "Sonic Alone" then do the level select code, then the debug and all chaos emeralds codes, at the beginning of the level create 50 rings and collect them, become Supersonic, then create two transfer boxes and hit one, now create something that hurts and lose your rings, now hit the other transfer box (Beta Supersonic is  invincible, has his own sign, does not use rings, getting speed shoes will sometimes slow you down after 20 seconds, getting invincibility will sometimes change you back into Gold Sonic after 20 seconds and jumping with 50 rings will turn you back into Supersonic
 
Easy Act End - In Debug find the thing that looks like jumble of metal, place it and jump on top, animals come out and you passed the act
Sonic 3
Sound Test, Stage Select and Extra Options During Game - At Title press Up, Up, Down, Down, Up, Up, Up, Up(ring)go below Competition to find the Sound Test option, just select it to go to a Stage Select.
When playing 2P in Stage Select, Press C to change the yellow numbers    0=Sonic    1=Tails    2=Knuckles
Go to a normal game for the Extra Options
When paused    A=Go to stage select    Hold B=Slo-Mo C=Frame Skip
 
Play at Night - In Stage Select, Hold C, Start
 
Put the sign through the ground - In Carnival Night Act 1 hold Down after beating the boss
 
Debug - In Stage Select, Hold A, Start
 
Tails in Debug & Super Tails - At Title enter Up, Up, Down, Down, Up, Up, Up, Up code, then start a normal game as Tails (you can use a cleared file) Pause and press A, now Hold A, Start in Stage Select, Tails is now in Debug, create and hit an item box for Super Tails
 
Animation Test - In Debug hold C, B
 
Weird Characters - After beating the final boss and the character jumps toward the screen enter and exit debug
 
White Fox Ending - Enter the Tails in Debug & Super Tails code and use Super Tails to beat the final boss
Sonic &
Knuckles
Stage Select & Sound Test - While hanging on a elevator lift press Left, Left, Left, Right, Right, Right, Up, Up, Up(ring) Start, A
 
(Lock on Sonic 2)
 
Stage Select, Sound Test & Extra Options During Game - At title press Up, Up, Up, Down, Down, Down, Left, Right, Left, Right(ring)            Hold A, Start for Stage Select & Sound Test
When paused    A=Reset    Hold B=Slo-Mo    C=Frame Skip
 
Debug - At Sound Test play songs 1,9,9,4,1,0,1,8(ring)hold A when selecting a level
B=Enter/Exit Debug    A=Change Item    C=Place Item
 
Green and Black Knuckles - In Emerald Hill enter debug and turn into the item that looks invisible, keep hitting Right, C and place at least 60 waterfalls, hold Left for a 5 seconds, exit debug then hold right to run through the waterfalls. (if it doesn't work add more waterfalls)
 
Easy Act End - In Debug find the thing that looks like jumble of metal, place it and jump on top, animals come out and you passed the act
 
(Lock on Sonic 3)
 
Put the sign through the ground - In Carnival Night Act 1 hold Down after beating the boss
 
Stage Select & Sound Test - On a swinging vine press Left, Left, Left, Right, Right, Right, Up, Up, Up(ring) Start, A
Press C to change the yellow numbers     0=Sonic & Tails     1=Sonic     2=Tails     3=Knuckles
When paused    A=Go to stage select    Hold B=Slo-Mo C=Frame Skip
 
Debug - Use Stage Select & Sound Test to go to Mushroom Hill Zone then while hanging on a elevator lift press Left, Left, Left, Right, Right, Right, Up, Up, Up(ring) Start, A,  Hold A when selecting a stage
C=Reverse Gravity     B=Enter/Exit Debug
(in debug)A=Change Item     C=Place Item
 
Knuckles Only
 
 
Marble Garden 2: Fight Sonic/Tails Enemy - At the face you can't hit, you have to go back to the nearest top spinner (super knuckles + a top spinner will break the wall down) after that knuckle glide off the spikes to hit the target
 
Carnival Night 2: Sonic/Tails Enemy - Climb last vacuum tube on the left side{hard but possible} you must take the Sonic/Tails stage (the easiest way is glide off of the top of the first barbar pole and find the vacuum tube)[hit the brakes when going through fan tunnels, sometimes you go through the ramp and you want the hi-way]
 
Use These With Debug
 
Sonic & Tails
 
Angel Island 2: Fight Two Robotniks - Follow the bottom of the screen (Knuckles' stage) go past the fight scene with Knuckles and the chase scene starts (sort of) after this you will be fighting two Robotniks (sometimes underwater)
 
Marble Garden 2: Fight Knuckles' Enemy - Use Debug to follow the Knuckles stage
 
Launch Base 1: Fight Knuckles' Enemy - Make the right half of the numbers say 07D6 and go right until you see a star post
                         0757
 
Launch Base 2: Knuckles' Stage - In Debug go down (Enter then Exit Debug for air)
 
Launch Base 2: Crazy Ending - Pass barricades with debug to fight Knuckles' enemy (game freezes but Start, A still works)
 
Lava Reef 2: Boss Skip - Take Knuckles' path
 
Tails only
 
Hidden Palace: Cool Master Emerald - After beating Knuckles, enter debug, go down for a couple seconds, then right until you hear two bounces, hold up a few seconds then B twice to move the camera up. You should see Robotnik taking a Master Emerald flashing all different colors
 
Knuckles Only
 
Angel Island 2: Sonic/Tails Stage - At beginning of Act 2 move Debug cursor up (path leads to dead end)
 
Hydrocity 2: Big Time Glitch - Where you punch out the wall, use debug to drop below the bridge
 
Marble Garden 2: Fight Sonic/Tails Enemy - Use debug to drop below the bridge
 
Carnival Night 1: Sonic/Tails Stage - At beginning of Act 2 move Debug cursor up
 
Carnival Night 2: Sonic/Tails Stage - Where you punch out the wall, move Debug cursor up
 
Carnival Night 2: Sonic/Tails Enemy - Climb last vacuum tube with debug or climbing
 
Ice Cap 1: Weird Backgrounds - Go up Sonic's snowboarding path
 
Ice Cap 1: Sonic/Tails Stage - Pass blockers with debug
 
Launch Base 2: Sonic/Tails Stage - At beginning of Act 2 move Debug cursor up
 
Launch Base 2: Sonic/Tails Enemy - Where you punch out the big squares, move Debug cursor up
 
Launch Base 2: Dry stage: Use debug to pass the pipes without breaking them
 
Stage Select Secrets
(some of these require debug to work)
 
Knuckles Only
 
Lava Reef 3 - Sonic/Tails stage to fight robotnik
 
Sky Sanctuary 1 - Sonic/Tails stage "Knuckles Cloned" (leads to Death Egg 1)
 
Death Egg 1 or 2 - Sonic/Tails stage (to hit the act 1 boss, jump, enter debug, put cursor on the eye and exit)
 
Doomsday 1 - Screwed up Hyper Knuckles with a screwed up ending (game freezes)
 
Sonic & Tails
 
Sky Sanctuary 2 - Knuckles Stage (tail plane ending as tails)
 
Tails only
 
Doomsday 1 - Screwed up Hyper Tails (during last fight, enter then exit debug to go 3x speed)