In March 2012, producer Takashi Iizuka was asked on a interview if there was going to be an Episode III? He said:

"We are looking forward to hearing the feedback from the users for Episode 2, but we are currently not planning to release another episode. We just want to see how the users accept this episode."

In January 2015, Ken Balough said in a Facebook reply that they were plans for Sonic the Hedgehog 4: Episode III, but for reasons "that can't be discussed", it was scrapped.
Contributed by ProtoSnake
Before Episode II was released, players who pre-ordered the game via Steam were able to access a prototype version of the release due to a mistake on SEGA's part. The leak was quickly fixed soon after.
White Park Act 2 in Episode II samples a piece of music from Twinkle Park's Pleasure Castle track from Sonic Adventure.
Contributed by CuriousUserX90
The first part of the boss battle theme from Episode 1 is actually an unused boss battle theme from a beta of Sonic 3D Blast.
Contributed by MightyKombat
During development, the game was code-named "Project Needlemouse", which comes from the prototype name for Sonic, Mr. Needlemouse.
Contributed by gamemaster1991