Bored/sleep animation
Whistle animation
2 player knuckles flying/climbing animations
Little bitty mini death egg
Sonic 2 continue screen animation.
In Sonic 3, a different animation was used on the continue screen.
Penguins on diagonal slopes.
Not really missing but you need to use debug mode and put a penguin on a steep slope to see these.
Robotnik after pressing the Panic Button.
Regular Robotnik running around has no facial expression.