This comes from Sonic HQ News by Kanshisha:
The Sonic Underground, Mario and Zelda DVDs will have bonus Sonic episodes. Here is the list.
Sonic Underground – Dr. Robotnik’s Revenge Episodes:
Beginnings
Hedgehog’s Home is her Castle
ModoboonDVD Bonus – Super Mario Bros. – Do You Princess Toadstool, Take this Koopa
Sonic Christmas Blast Episodes:
Sonic Xmas Blast
Three Hedgehogs and a Baby
Price of FreedomDVD Bonus – Mummy Dearest
Super Mario Bros:
DVD bonus – Sonic Underground – Sonic TonicLegend of Zelda Episodes:
DVD Bonus – Wedding Bell Blues, To Catch a Queen