Tails' rocket

Tails' rocket is a vehicle invented by Miles "Tails" Prower and is first seen and used by Sonic the Hedgehog to reach E.G.G. Station Zone in the console and PC versions of Sonic the Hedgehog 4: Episode I. In Sonic the Hedgehog 4: Episode II, Tails' rocket was stolen by Metal Sonic, who then used it to follow Sonic and Tails and steered it right into White Park Zone so he could challenge them to a running battle.

Description
The rocket has a black and red color scheme, with some areas colored yellow. Tails' two signature tails are painted to the sides. There are around eight rockets on it. This allows the rocket to travel at extremely fast speeds.

Sonic the Hedgehog 4: Episode I
Tails' rocket first appears in the console and PC versions of Sonic the Hedgehog 4: Episode I. Constructed by Tails, the rocket is meant to help Sonic reach Dr. Eggman's E.G.G. Station Zone. When Sonic later chases Dr. Eggman through Splash Hill, the doctor escaped by flying away in his Egg Mobileand retreated to the E.G.G. Station. To pursue him, Sonic jumps off a nearby edge and boards the conveniently-placed rocket, taking him straight to the E.G.G. Station. As the cutscene is missing in the initial iOS release, the rocket does not exist in mobile versions based on that version and it is directly not shown how Sonic reached the space stronghold.

Sonic the Hedgehog 4: Episode Metal
In Sonic the Hedgehog 4: Episode Metal, Metal Sonic finds Tails' rocket abandoned in the end of Episode Metal Act 4, surrounded by Flickies. As he glances at it, he watches Sonic and Tails fly in the Tornado to Sylvania Castle. He uses the new power he has gotten from Lost Labyrinth Zone to scare off the Flickies around him, takes the rocket, and pursues Sonic and Tails to White Park Zone.

Sonic the Hedgehog 4: Episode II
Tails' rocket makes a brief appearance in Sonic the Hedgehog 4: Episode II during the battle with Metal Sonic in White Park Zone. Having chased Sonic and Tails to the White Park Zone, Metal Sonic arrives on the scene by flying in Tails' rocket. As Metal Sonic challenges the duo to a fight, the robot jumps off Tails' rocket to face Sonic and Tails, leaving it to fly away. It is unknown what happens to Tails' rocket afterwards. It is assured that it is landed.

Archie Comics
Tails' rocket makes an appearance in the Archie Comics' Sonic Super Special Magazine #3 as a part of the comic's adaptation of the events leading up to the beginning of Sonic the Hedgehog 4: Episode II. Created by Tails, the rocket was sent into space to pick up Sonic after his battle with Dr. Eggman and his Death Egg Robot in E.G.G. Station Zone. As the space station exploded, Sonic jumped into the rocket and used it to return safely to the surface of the planet.

Trivia

 * The color scheme and design of Tails' rocket bear a strong resemblance to the Tornado-1.
 * While it is only seen with Tails' insignia in-game, the Sonic the Hedgehog 4 official website confirms it was made by Tails so Sonic can head to E.G.G. Station, secretly supporting Sonic in the first Episode.