The game seems to be alright but it still has its issues. For me, the explosion glitch still occurred for me after the truck got shot in the Sonic episode. If it had not been for that, I would have been able to rater higher as I could have finished his campaign. Seems you may want to rework the coding a bit for that part so he will get up rather than lay there half the time.
Marco's campaign seemed pretty easy and straight forward with you having to shoot some people here and there and both Mario Bros. making a cameo appearance. Luigi looking for Mario, and Mario seemingly dancing or signaling to his brother where he is in hopes of leaving the remains of the city. The sniping bit was a nice little breather from the small amount of running and gunning Marco does.
Ryu's campaign in all honestly was probably the shortest and sadly, the dullest part of the game. A Hopeless Boss Battle you cannot win but given the move list in hopes you can beat something that cannot be beaten to begin. Was still good I suppose in that it offers up some kind of hope Ryu might know how to fight them the second time around.
Sonic's campaign is probably the only part of the game to offer a challenge and it can feel a bit unfair at times given the second soldier looking back and forth took me a bit of time to figure out before I could move on. After that it seemed like smooth sailing until that explosion glitch I mentioned earlier. May want to rework the coding there a bit as I mentioned since it seems some people will most likely still encounter that glitch.
The secret Knuckles episode was a breather episode of sorts. It did not fill me on what was going on in the game whatsoever. If anything seemed to make the plot bigger with another plot hole opening up. Not too bad, having a breather episode/campaign in these games is good while showing another part of the story the main cast will not be seeing.
In regards to the episodes/campaigns... if I have it down correctly, Sonic and Marco's episodes crossover with each other. Ryu's campaign happens directly before the Sonic/Marco episode and the Knuckles episode is unknown, however, given how Knuckles acted during the Ryu campaign I'm going to guess that campaign occurs sometime after this episode begins.
The game play was alright. However, I think the episodes were too short for this kind of thing. There was also more dialogue than playing of the game. The only way to have the game play last longer than the dialogue is if one messes up a lot like I tended to during the Sonic campaign.
The audio was nice but I think it might have also been a big problem factoring into this episode. The audio should have been compressed. I can understand wanting high quality audio but it does not need to be the best quality for it to be good. Of that note, it seems the audio took up more MB than the game itself. While I think the audio was great and all, could always try the Newgrounds Audio Portal, huge variety of songs for you to choose from. Might end up finding songs you think could fit into future episodes even better than the ones used in this episode.
A minor annoyance, could have done the audio differently I think. Being a little more organized is all, aside from that, good credits I guess.
One final issue, the game does get slight bits of lag from time to time when going from game play to dialogue box cut scenes. Could try fixing that up in future episodes so it transitions smoothly rather than hanging there for a moment.
The medals were good. I liked seeing Big making a cameo along with the Mario Bros. I look forward to seeing more cameos, hopefully they yield medals as well.
Overall, medals are good, audio could be compressed, could also try finding audio from the Newgrounds Audio Portal to use in future episodes, plenty of songs that could fit in for what you want. The campaigns and secret campaign were good, aside from the slight glitch in the Sonic campaign, the rest was alright. I hope to see you improve on everything in future episodes, but for a first episode, this is not too bad. Hope you found my review helpful in how to improve yourself.