Windy Hill: Zone 3
Red Star Ring 1: After travelling through a tunnel wherein you'll be forced to outmaneuver a few rolling boulders, you'll be launched into another tunnel. Upon landing, turn back, hang from the ledge at the tunnel's entrance, drop, and double jump to reach the hidden area below. You'll find a few blocks of crystal to be smashed. Inside one of them is the first Red Star Ring.
Red Star Ring 2: Upon making it out of the second boulder-filled tunnel, you'll see a group of five bats, followed by the second Red Star Ring on your right as you're passing under the spiky half-cylinder.
Red Star Ring 3: About two-thirds of the way through the level, you'll come to a checkpoint followed by five boosts in a row. Immediately after landing, you'll find the third Red Star Ring encased in a block of crystal.
Red Star Ring 4: This one is extremely tricky. At several points throughout the level, you'll have the opportunity to collect a laser power-up, which you'll need to use.. After hitting the checkpoint immediately preceding the third Red Star Ring, ignore the boosts and instead keep to the right. You'll see three enemies and a few rings lining the wall behind them. Look to the right and you'll see a corridor with no floor. Jump over to it and press R to initiate the power-up and launch Sonic to the platform on the far side. Continue down the hallway to find the fourth Red Star Ring encased in crystal.
Red Star Ring 5: In the final boulder tunnel, you'll see a bell. Grab it and follow it until it reveals the final Red Star Ring.