Emily: Robin Hood and the Silver Arrow. (She sees a lot of Robin Hood in Shadow, plus she loves English history)
Spirit: The snow queen. (Obvious reasons)
Aria: Puss in boots (She admires a good con artist)
Orbot and Cubot: Cinderella (They love how Cinderella can work through her family's bullying just by being nice)
Metal: Pinocchio (Unlike Sonic, he's not afraid of whales, and unlike Sage, he's not afraid of puppets)
Sage: The wild swans (Like the princess of this story, she loves her brothers and would do anything to protect them)
Alice: Alice in Wonderland (Obvious reasons)
Dalton: Hansel and Grettel (He loves the ending, but he always falls asleep before he can hear it)