Ultraluminous X-ray sources are local-universe examples of super-critical accretion onto compact objects. Some of them show copious amount of ionized gas around them: a reminder of the powerful feedback effect of super-critical accretion on the surrounding medium. I will illustrate ongoing work for some gas-rich ULXs, discussing what we can learn about the accretion/outflow geometry and the injection of mechanical power. Specifically, Part 1 of my talk will be about shock-ionized ULX bubbles. Part 2 will be about ULXs with a Wolf-Rayet donor star (progenitors of gravtational merger events). Part 3 will show an apparently faint (misaligned? obscured?) X-ray source, whose true super-Eddington power is only revealed by the properties of the ionized gas around it.