in the game gear version... every character has 1 fatality and 1 stage fatality (the spikes). For some reason tho... Mileena, Kitana, and Shang Tsung (not morphed) don't have stage fatals... the button motion is the same for all the characters, but doesn't seem to work for them.
the game boy version however has 1 fatality, 1 stage fatality (the spikes), and 1 babality per character.