Bug: Get the Egg Vacuum and suck up a few enemies. Make sure it is big so that you can see it better. Then, get on the little jet coaster object. Once on it, whenever you do a loop-the-loop, the Egg Vacuum will spin around.
Bug: Go to a level where you can fight the Egg Breaker. Get one of the robot's guns. Keep shooting him until one more shot will kill him. When he jumps up, shoot him before he touches the ground. If done correctly, he will float in mid-air while doing the dying sequence.
In the any level, whenever Shadow switches to a rail to grind to, if recorded and watched frame by frame, his legs stick out of his body a bit and therefore revealing that the model's animations must have been rushed.