Wall Running
From Sonic Retro
Wall Running is a technique Sonic uses to get to places he can't reach otherwise. He must be at full speed to do it though, and usually can't hold it for long.
Sonic first used it in Sonic Adventure to run down a building, but since then has used it numerous times.
In Sonic Unleashed, he uses this technique to run on waterfalls, along caverns and up skyscrapers. The Sonic Boost helps him stay at top speed to keeep running on the wall, and even allows him to change direction.