HunterTSF over at the SSMB has found an extremely large amount of concept art for a wide variety of Sonic games including –
Sonic Rivals 1 & 2
Sonic Riders and Sonic Riders: Zero Gravity
Sonic the Hedgehog (Xbox 360, PS3)
Sonic Unleashed
Shadow the Hedgehog
Sonic Heroes
Night of the Werehog
Most of the artwork was found on websites owned by various artists who worked on the games while the Sonic Riders: Zero Gravity art is on the games official Japanese website so you may have seen those before. The artwork consists of sketches, 2D art, textures and 3D model renders.
Here is a list of the artists websites with all the assets –
Matt Osness(Sonic Rivals 1 and 2)
Stephen Pearce (Sonic Rivals 2)
Cemre Ozkurt (Shadow the Hedgehog, Sonic the Hedgehog Xbox 360, PS3)
Barret Meeker (Shadow the Hedgehog, Sonic the Hedgehog Xbox 360, PS3)
Gurihiru Studios (Sonic Unleashed, Night of the Werehog)
Sonic Riders: Shooting Star Story Japanese official website(Sonic Riders: Zero Gravity)
Mark Pearce(Sonic Rivals, very early trailer and logo)
Massive Black (Sonic Unleashed)
Aoki Studio (Sonic Riders, Sonic the Hedgehog Xbox 360, PS3)
Vision Scape (Sonic Heroes)
Thanks to HunterTSF for the finds.