Sonic the Hedgehog 4

[Thespis721]

Those are some exceptions. But the sonic games were always designed to try and play through in one sitting. It wasn't until Sonic and Knuckles that they offered that pretty cool idea of beating it multiple times for multiple endings and then being able to play previous Sonic games as Knuckles by plugging in old carts.

Though you had different endings if you could play through the game and get all the emeralds.