Original Japanese version:
SONICADV_SYS - Main Save File
SONICADV_ALF - Chao Save File
SONICADV__VM - Chao Download Data / Chao Adventure
SONICADV_H00 - Chao Upload data
SONICADV_H01 - World Ranking Data
SONICADV_H02 - Twinkle Circuit Data
SONICADV_H03 - Event Result Data

US/EU/International:
SONICADV_INT - Main Save File
SONICADV_ALF - Chao Save File (compatible with JP)
SONICADV__VM - Chao Download Data / Chao Adventure (compatible with JP)
SONICADV_H04 - World Ranking Data
SONICADV_H05 - Twinkle Circuit Data
SONICADV_H06 - Event Result Data
SONICADV_H07 - Chao Upload Data

Creating VMS files
Chao Download Data: Put a Chao in the VMU Transporter in SS Garden
Chao Upload Data: Created in addition to Download Data if you hold Y+A when the Chao goes in the transporter
World Ranking Data: Hold Y+A on the File Select screen
Twinkle Circuit Data: Created automatically when you finish the DLC Twinkle Circuit course
Event Result Data: Created automatically when you finish a DLC challenge