There are several themed "Zones" to play through in Sonic & Knuckles.
Each one consists of two "Acts. Act One ends with a sub-boss and Act Two ends with traditional fight against Dr. Robotnik,or an Egg Robo Badnik when playing as Knuckles. "Hidden Palace Zone", "Sky Sanctuary Zone" and "Doomsday Zone," all have one Act.
The Zones are:
- Mushroom Hill Zone
- Flying Battery Zone
- Sandopolis Zone
- Lava Reef Zone
- Hidden Palace Zone
- Sky Sanctuary Zone
- Death Egg Zone
- Doomsday Zone
In addition, you can play through all of the Sonic 3 Zones as Knuckles by using the Lock-On technology of the Sonic & Knuckles cartridge.
Each Zone also features Bonus Stages and Special Stages.
Bonus Stages are ways to collect bonus rings and power-ups. The Slot Machine has you repeatedly bounce into the Slot Machine to gamble for Ring bonuses with the risk of losing all of your Rings if you receive 3 Dr. Robotniks. There is also a more abstract Bonus Stage where you must fling your character between magnets, climbing upwards to escape a rising force field. If you use the Lock-On technology to play "Sonic 3 & Knuckles," some of the bonus stages will be replaced with the Gumball Machine from Sonic 3.
Special Stages are separate to the these Bonus Stages and are activated by collecting 50 or more Rings in a single Act, then jumping into a giant ring hidden somewhere in each stage. The Special Stages are 3D challenges in which you must collect Blue Spheres while avoiding Red Spheres. Collecting all of the Blue Spheres rewards you with a Chaos Emerald. Collect all of the Emeralds to transform into Super Sonic in Zones after collecting 50 rings. If you play with Sonic 3 "Locked-On" it is possible to find Hyper Emeralds by collecting all of the Emeralds from Sonic 3 and Sonic & Knuckles in one game. This unlocks Hyper version of the characters and allows you to complete the final Zone for the "best" version of the ending.
When Locked-On with Sonic 3 you can store a save file across both Sonic 3 and Sonic & Knuckels, allowing you to replay any level of your choice from either game after finishing them both.