I used to wonder that... how he keeps losing all the emeralds each game, and then when I was browsing wikipedia one day, I found out-

After someone uses the chaos emeralds and turns into their super form- the emeralds will discharge and spread themselves around the world (or the special stages)

There's a lot more information on this website 

Sonic 3 & knuckles- beat it with all the super emeralds with sonic & tails, knuckles, and tails

Sonic adventure 2 battle- managed to get all 180 emblems and all the A ranks, and raised 3 immortal, all S-rank chao (I used a bunch of glitches to cheat when it came to chao raising, such chao cloning, animal reuse, increase your rings, etc. BUT I didn't cheat at at all in the action stages, so the A ranks were earned fair & square, even though the 10 chao emblems weren't)

Sonic Heroes- got all 120 emblems and all 141 A ranks and unlocked and beat "super hard mode"

Shadow the hedgehog- I managed to get every single A rank in 2 weeks. I found every single key (which took me a century and a half, because back then, I didn't know about gamefaqs)

sonic riders-  buyed/unlocked every extreme gear, beat all the missions and got a gold rank on everything, and unlocked super sonic

Sonic adventure DX- recently purchased, I have 115 emblems so far, and i will soon get them all and I will also beat the 60 missions

sonic spinball- second level

Dr.eggman's maen bean machine- by luck, I once made it to level 4 (only to get obliterated)

sonic 3D blast- spring stadium

I played alot of other sonic games, and beat them all but not perfectly...

Oh, and if you think I'm a skilled gamer, I'm not. I just have a lot of spare time on my hands.