Level Select in Sonic & Knuckles with Sonic 3 locked on
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For a stage select with Sonic 3 locked on, play through the first stage
until you reach the swinging vine. Jump onto it, and while your character
is swinging from the vine, press Left, Left, Left, Right, Right, Right, Up,
Up, Up. You should hear a chime. Pause and press A, the game should
restart. Press Up or Down at the title screen to access Sound Test mode
with a stage select.In this menu, while highlighting Sound Test, press
Left/Right to change the sound, A to skip sounds by ten, C to play the
sound, and B to stop the sound. While highlighting a stage, press C to
change the yellow number at the upper left of the screen. This number
indicates your character: 00 is Sonic and Tails, 01 is Sonic, 02 is Tails,
and 03 is Knuckles. Note that some characters can't enter some levels; for
instance, Knuckles can't enter Doomsday 1 or 2