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For themes with lyrics we have all of the ending themes, but especially All Hail Shadow, and I Am All of Me for the main theme. Most of the background music also counts.
And for the final Ending music, we have Never Turn Back.
Listen closely to the song that plays when Shadows transforms into his Super form - Towards the end, the guitar riff from "Live & Learn" can be heard.
Not necessarily from the game, but m-flo's remake of Tripod Baby for the game is rather interesting.
Base Breaker: To elaborate, the base was already pretty broken over if Shadow's return in Heroes was a good thing or not. This game did nothing but add fuel to that fire.
Camera Screw: Present throughout the game, but it's especially egregious in Cosmic Fall, where the camera spazzing out makes it very difficult to judge jumps. (And the platforming would be kind of tricky even without the Camera Screw.
"Find the Computer Room!", which both the fanbase and SEGA launched on top of to create the sneakiest injoke of Summer of Sonic '09 - in particular, putting up confusing signs to the computer room. Of course, it's also in the placeholder for Sonic City.
Moral Event Horizon: Shadow puts his current total of five Chaos Emeralds into the Eclipse Cannon and uses it to completely destroy a capital city. But then, this trope is averted thanks to No Endor Holocaust.
On a different path, Shadow deliberately tries to kill the fleeing president, who is previously shown to be almost comically upstanding (and to have a great deal of respect for both Shadow and Sonic). Shadow fails to accomplish this as well.
His final chance to cross it for certain paths can count as a success. In three of the endings, he decides to kill everyone's favourite eggheaded scientist.
Nightmare Fuel: Taking too long on the Last Story allows you to hear Sonic, Tails, Knuckles, Amy and Eggman slowly choking to death on nerve gas, still cheering you on with every last breath.
Ruined FOREVER: The very first thing shouted at this game when the first promotional image and trailer came out, which emphasized the gunplay. The game itself actually has less gunplay than what was implied in that trailer.
Scrappy Mechanic: The weapons actually work better than you probably expect, but the vehicles are not so polished ā especially the motorcycle that shows up in the intro movie. The walkers work pretty well, though.
Additionally, no matter which path you take in a level, all the enemies will attack you, which forces you to kill them and have your assist character chew you out for it, which ends up making them extremely annoying. Notable in Cryptic Castle, where Eggman is the Dark assist character, but whether you choose to go with him or Amy, both of them will chew you out when you destroy Eggman's robots. On top of that characters like Amy and Sonic are programmed to be able to attack enemies including the enemies they tell you not to kill..... which ends up making them hypocrites and Shadow never gets to call them out on this!
Tear Jerker: Seeing (and hearing) how depressed Shadow becomes during the Slightly Hero - Hero Ending of the game counts as this.
That One Level: Cosmic Fall is a MAJOR pain in the ass because of the numerous tricky jumps over rotating platforms, and you'll have to fight with the awkward camera throughout the entire level; good luck beating this level on hard mode!
The Doom is annoying to complete the hero mission (Maria's) for, since getting all the health packs requires a lot of time and backtracking, although it's not so much difficult as it is tedious (instead of doing that, you can just use the Heal Cannon to heal them)
They Wasted a Perfectly Good Character: Despite this game being connected and a semi-sequel to Sonic Heroes, Metal Sonic never appears as a mission partner or shows up at all anywhere in the story at all despite after his defeat in the previous game he was picked up by Omega who then looks at Shadow wondering what they should with him.
Too Soon: It's detailed on the page, but let's just say that certain goals (like bombing a city and trying to assassinate the President of the United Federation) were a bit controversial in late 2005.
Unfortunate Implications: The fact that there are "white soldiers" defending against the "black aliens". Before the game came out, VG Cats did a comic joking about how Shadow, a black hedgehog, would have a gun, and that the rings would be replaced by watermelons.
The game's fans, meanwhile, think this is really reaching, particularly the comic strip (which seems to be implying that racism is the only reason you'd ever assume someone was capable of pointing a handgun and pulling the trigger).
To add on to that, Shadow doesn't have black skin, its his fur, so he's really more of a brunette. The Black Arms meanwhile have skin that could most accurately be described as purplish-grey with red markings. Honestly, this is one case where anyone crying out unfortunate implications would be heavily overreacting
Wangst: This is the game that inadvertently set Shadow's characterization among the fanbase as this. Ironically, it's also the one where he actually gets over it.
Woobie, Destroyer of Worlds: In one ending, specifically the slightly heroic path's hero ending, Shadow will regain his memories after defeating Black Doom, and says in a remorse-filled tone that he was good at nothing more than destruction, and he was better off not being created, despite Vector's attempts at telling him otherwise, indicating that one of his paths would end in this trope.