Sonic the hedgehog books of the UK
Here are classic & modern books from the UK.
In the middle and early days of Sonic, the UK area was by far the most prolific for publishing. They defenetely beat out the USA and even Japan, for hardcover, softcover, activity and children's Sonic the Hedgehog stories. Try to get ahold of these while you can, books make a great addition to your collection. What makes these especially nice, is that if you're looking on Ebay auctions, they don't tend to skyrocket in price, so you can still aquire them reasonably.
While modern (2005+) publishing seems to not be as common, things are still getting made, so keep on the lookout.
Sonic Gear Main Page * UK Sonic Books Page 1* UK Sonic Books 2 *
Puzzle Book 1-
Publisher: Ladybird
ISBN: 0-7214-3434-7
Date: 1994
Blurb: Sonic the Hedgehog and Ladybird join forced to bring you some fast, furious, frantic and fun-filled radical action!
Summary: Book of puzzles. Each page has a different puzzle to work out. Like the gamebooks, the pages are fully coloured and illustrated. There are some pull out games in the middle such as a puzzle and some cubes. Lots of ring cards are used in gameplay. Follows Sonic 2. Info & Photos by Ota.
Puzzle Book 2-
Publisher: Ladybird
ISBN: 0-7214-3435-5
Date: 1994
Blurb: Sonic the Hedgehog and Ladybird join forced to bring you some fast, furious, frantic and fun-filled radical action!
Summary: Book of puzzles. Each page has a different puzzle to work out. Like the gamebooks, the pages are fully coloured and illustrated. There are some pull out games in the middle such as a puzzle and some cubes. Lots ofring cards are used in gameplay. Same as Gamebook 1, different puzzles and pull out games. Follows Sonic 2. Info & Photos by Ota.
Panini Sticker Album Sonic Book Panini company makes stickers that are sold all around Europe. This is a Panini sticker book "Sonic Official Sega Sticker Album". The cover says "180 All Action Stickers" and "Look out for mega pull out poster, 24 complete-the-scene vinyl stickers, 24 foil glitter stickers." What did the inside pages look like? How long is the 'book' ? This is likely a mid 1990s item, that you needed sticker packs to complete. Photo discovered by Piplupfan77
Sonic the Hedgehog Joke Book
This is a Sonic Joke book, but what kind of jokes are inside? It's an odd format book, extra tall, but not that wide. Sometimes oddly shaped books become uncommon because they are hard to store. It uses the slightly 'off' looking Tails art, Robotnick, & Knuckles so it was likely around the time of S&K release. Notice the little 'ha ha ha' around Robotnick. This is by Ladybird books, which has released several of the Sonic books among these pages. Photo discovered by PiplupFan77
Adventure GameBook 1 Sonic Game Book Interior Pages Here is something rather confusing, and it's not the puzzles you see here! The book to the left is clearly titled "Adventure Gamebook 1" but the cover is totally different (and so too seems to be the content) from the "Adventure Gamebook" on UK Sonic Books Page 2! So what's up with that? Why give 2 different
books the same exact title? It seems kind of strange. The cover has Sonic jumping for rings as Tails flies the biplane. The 2 page spreads next to it show the type of puzzles on the interior pages. The first sees Sonic trapped in a 'house of funhouse mirrors' of some kind. For this, you have to spot the correct image of Sonic. The next is some kind of maze challenge that looks like it's based on a level of Sonic 2.
Sonic Interactive Annual Book 2014 As seen among these pages, there used to be big books called "Sonic Annuals". There has not been a UK area Sonic book released in ages though, annual or otherwise. However in 2013/2014 "Pedigree Books" is stepping up and creating another Sonic annual book.
This one though, will be different from all of the others, not just because it is modern but because it is likely to be the second actual "Sonic AR / Augmented Reality" item ever made. This means, that with a tablet, smart phone or other portable screen device, you can use its camera to "look" at QR code symbols (or something similar) and then get added content like extra information, animations or mini games. Look at the dot on the cover there, it's showing that you can use it to color in a picture in the book....virtually!
The "official" stamp up there is the real deal, as whoever was licensed to do annuals seems to have passed them on to a worthy successor. Want to order / pre order it? You can at The Book Depository . Photo & info discovered by the Sonic Stadium.
With actual augmented reality technology, this'll really be a book to get, especially because it's the first one to have such a thing, and only the 2nd Sonic item to ever use it. Books are also generally reasonably priced & easy enough to get. Review pending actual release.
"Sonic the Story".  It's a picture book with text and the titular story is told by Tails, with occasional prompts from Sonic along the lines of "Get on with the story!" and "This is all getting mega-technical.  Can't you hurry up and get to the me-being-a-super-hero part of the story?".  The story is indeed the retelling of the creation of Robotnik from Dr Kintobor and speeds through some of the Sonic 1 levels. 
The back says: "Sonic the Hedgehog and Ladbybird join forces to bring you some fast, furious, frantic and fun-filled radical action! "Wise up, chill out and make sure you don't miss out on these mega-awesome books:

"Adventure Gamebook 1, Adventure Gamebook 2, Puzzle Book 1, Puzzle Book 2, Where's Sonic?, The Invisible Robotnik Robotnik's Oil, & Colouring Poster Book"
Info by DarkwingUK
Needs a photo of this book-back or interior illustrations
Sonic Joke Book, Totally Sonic, Sticker Mania Here are 3 Sonic the Hedgehog books. There's the Sonic Joke Book, Totally Sonic, & Sonic Sticker Mania Featuring: Lost World. Each one should be under 6 pound. The Joke book is 25+ pages of jokes & pictures, Totally Sonic is at least 48 pages long & also has stickers, posters, puzzles, pictures & games. The Sticker
Mania has over 1000 stickers, including Deadly Six from Sonic Lost World. The Joke book is actually the 2nd one to exist, the other one is classic. The front has randomly written on it 'ho ho' and 'hee hee' (is Eggman laughing at the jokes or something?) The example joke on the front is "What does Sonic do when he forgets something?" Too bad the punch-line is illegible in every photo of the book. Do you have any of these books? What's really inside? These are sold at www.sonicmerchandise.com , but it still says it only ships to UK area in 2015. Discovered by Shadowfoxx757
This is the "Totally Sonic" book. It is from 2014. The book says it has facts, stickers, posters & pictures inside. So it isn't really a story book, it's more of an 'item book'. This type of book is always important to get while new, because kids will pull out all the posters & stickers, basically demolishing the book.
This book was made for the UK area, its price is in pounds. It also uses the UK spelling for "Colour", but it can/could be found in other European countries.
This book is available in the SonicGear Book Store. (If it doesn't sell out, which it has done once before because it's only about 6 dollars but nobody who buys it seems to write in about it Book owner says "It has a full page of stickers of very nice CG stock art (some looks new to me) profile pages of most major modern characters in the franchise (Sonic, Tails, Knuckles, Shadow, Silver, Blaze, Big, Cream, Amy, Rouge, Metal Sonic, Eggman, Chaotix, i think that's it?) small activities designed for little kids, and several posters featuring the modern cast in various ways and amounts, all very nice looking, along with a poster advertising Sonic Lost World." Added info by Lightening
Action Pack Magazine Toy Book Here is "Sonic Ultimate Action Pack Magazine" that comes with games and toys and is sort of like a packaged book more than a 'magazine stand' type item?
It looks like the brand probably has lots of licensed properties to make things for, and aquired a modern Sonic license to make what you see here. (Disregard the plush, it's there to be a promo photo)
Because it has a clear window front/big toys with it, the whole thing is in a paperboard packaging. You get the disk launching game-console looking red thing with the row of disks above it, a 'pop-it' shape which is a Sonic face with those 'bubble wrap-alike' buttons that pop up or down from one side to the other, and a keychain of thumbs up Sonic. There's also flat probably 'punch out' type games inside including "Eggman Target Game" and more. (This may be the first official Sonic 'popper stress thingy'--watch for fakes, of course)
Isn't this a bit of a nostalgic piece, even though it is modern in design and inclusions? Things like this "magazine or book like item with random mini toys & games" was a very 90s/early 2000s thing on the news-stands especially in Europe. Price pending someone finding this