From Sonic Retro

Zones are the levels that make up numerous games in the Sonic the Hedgehog series, i.e. the distinct environs traversed by the player’s character(s). Starting with Sonic the Hedgehog, each Zone is in a specific area of the world, and Sonic runs through these areas to reach Dr. Robotnik. They are linear, going from beginning to end, and are littered with Badniks and various traps which Robotnik places to impede his progress. Almost every game in the franchise has Zones in an abstract sense – for example, Zones are what the Action Stages of later 3D Sonic games are based upon – but not all use the series’ now-iconic naming format of [Level Name] Zone, particularly in recent years.

The earliest example of this departure from the latterly mentioned original naming pattern is Sonic the Hedgehog CD, whose levels’ names did not include the suffix Zone – despite its placement between the original game and Sonic 2, which do. Moreover, CD uses the word Zone to describe what other games call Acts: separate sub-levels within a Zone and sharing its theme, whose number varies between different games. The overarching levels in CD were called Rounds instead, albeit without including that term in their individual names.

Other media

Zones exist in other media as well. Sonic the Comic uses Zones extensively, to separate parts of the world.