Sky Road: Zone 1
Red Star Ring 1: When you get to the grassy area at the top of the giant windmill at the star of the level, go left until you come to the edge of the platform, and launch yourself from the massive jump pad there to get the first Red Star Ring.
Red Star Ring 2: When you come to the first grid-like area with the collapsing walkways, hug the right side and find the second Red Star Ring at a dead-end.
Red Star Ring 3: Shortly after you fight the giant caterpillars, you'll get a flight power-up and need to use it to travel through a canyon. The Red Star Ring is on the underside of this area, at the very start. You'll to use Sonic's wall-run to loop around the wall and then recover with the flying power-up once you've grabbed it.
Red Star Ring 4: When you come to the second grid-like area with collapsing walkways, find the bell and chase it to the very end, where you'll find the Red Star Ring on top of a tree.
Red Star Ring 5: After you destroy the cannon and are sent speeding down a cylindrical path, stick to the brown side and you'll see the final Red Star Ring between two spiky balls.