To unlock the Audio and Theater room under the Extras menu, receive a 100% completion for Sonic, Shadow, or Silver's episode.
To unlock the Last episode, complete Sonic, Shadow, and Silver's.
To unlock Free mode, receive an "S" rank on all of Sonic, Shadow, and Silver's levels, Bosses, and town missions.
To play as Shadow The Hedgehog, complete Crisis City with Sonic.
To play as Silver The Hedgehog, complete the Silver The Hedgehog Boss battle with Sonic.