Sonic the Hedgehog: The Movie. Released as a movie by ADV films in this two-episode OVA was released in Japan as Sonic the Hedgehog. The episode titles are "Journey to Eggmanland" and "Sonic VS Metal Sonic".
Watch Sonic The Hedgehog Movie Megavideo. What's blue and wears running shoes? Ya missed him, as he's off to save the planet on a quest by the nefarious Dr. Robotnik, which turns out to be much of a trap.