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A beach-like stage, in homage to Emerald Coast from Sonic Adventure, even includes a segment where Sonic is chased by an orca whale along a wooden bridge, in addition to scenes where Sonic is instead riding the orca. Tails is seen in this stage on the Japanese site. Sonic is also seen chasing a massive airship, that is the Egg Carrier. The Mach Speed zone for this area involves Sonic running at high speeds across a beach after the Egg Carrier.

Sonic's Story (1st Stage, 8th Stage [Tails])
After meeting up with Tails, he and Sonic search for Dr. Eggman's ship with goals of rescuing Princess Elise. Tails plays a part in this mission by closing a gate to keep a killer whale from carrying Sonic out to sea. Later on, Tails revisits Wave Ocean on his own. It is the only time in the game a level is played twice in the same episode.
Shadow's Story (8th Stage)
Omega, on a hunt for Mephiles, searches for him in this stage but when he does, he uncovers some disturbing answers.
Silver's Story (3rd Stage [Blaze])
Blaze goes through here looking for Silver, who she was separated from when they teleported to the past.