Sonic realizes that the military is mistaking him for Shadow. After he destroys a military mech, he encounters a near look-alike of himself named Shadow the Hedgehog who has stolen a Chaos Emerald from the bank a while earlier.

Suddenly the pilot starts shouting 'What?! The hedgehog is gone! He's taking out everyone aboard!' At that moment, Sonic the Hedgehog jumps out of the helicopter, rips off a piece of the wing to use as a snowboard, and then jumps off. This story begins with a military helicopter (Sigma-Alpha 2) flying over the city with Sonic being captured aboard it. Spoiler warning: Plot, ending details or any kind of information follow.