Someone claiming to be a former Sega employee, calling himself Super Magnetic (after the Dreamcast game) posted pictures on the ASSEMbler forums of a device purported to be the previously unseen "Sega Pluto," a prototype Sega Saturn variant with a built-in NetLink modem. The modem was released separately, and allowed web browsing along with online play of games including Duke Nukem 3D and Virtua Racing.
Super Magnetic says that this prototype, which runs North American Saturn firmware, is one of only two ever made. The American firmware, and Super Magnetic's having found this at his job at Sega of America in the Dreamcast era, both suggest that this hardware design is from Sega of America, much like the 32X.
A prototype for another unreleased Sega combination system, the Genesis/32X "Neptune," was on display recently at GDC's Videogame History Museum. Previous Sega combos include the JVC-designed X'Eye, the CDX, and the Tera Drive, which combined a Genesis and a PC.