Super Mario Bros.: The Lost Levels

In 8-4, as you approach the end, you'll cross a pit of lava guarded by two Parakoopas before entering a pipe. This pipe leads to a flat area (except for a dip and a pipe). Past said dip and pipe, you'll find the first Bowser, a fake one that is nonetheless difficult to beat because you cannot instantly kill him with the axe like normal - you must either dodge him, or kill him with Fire Flower fireballs. If you cannot (or do not want to), approach the gap just after the pipe while dashing at full speed - do not jump over the gap. You will run into the wall by doing so. Hold Right on the D-Pad for a while until the first fake Bowser is on-screen (you do so because the camera will not scroll otherwise). When he is about one-third of the way across the screen, you can then just hold Down and you'll automatically scroll past him, still stuck in the wall, although the camera is not scrolling. Once past him, you are free to continue on - you are not required to defeat this Bowser.

Before you touch the flag at the end of a level, make sure your coin total is a multiple of 11. (00,11,22,33,44,55,66,77,88 or 99). Touch the flag when the last digit of your remaining time is the same digit as your coin total and you'll receive a 1-Up.
(For example, 55 coins and 275 time left, or 11 coins and 081 time left)

To go to World 9, you must get to World 8-4 without using any warp pipes.
You will only have 1 life when you go to World 9, when you beat 9-4 the game will restart to 9-1 until you lose your life.

Each time you beat World 8-4, the game adds a star to the Super Mario Brothers 2 logo on the title screen.
When you have eight stars, go to the title screen and hold A and press START on the controller.

This glitch only works in the castle levels where you fight Bowser at the end - for example, World 1-4, 2-4, 3-4, and so on. It is best to defeat Bowser with Fire Mario or Fire Luigi beforehand, as you must wait out most of the timer to execute this glitch. At the end of the castle levels, there is an axe which you must touch to end the level. If you time your jump correctly (a full jump as the timer goes from 002 to 001 often works) and land on the axe while the timer reads "000", you'll continue as normal to the usual sequence at the end of the castle. However, your timer bonus (50 points per second remaining) will be calculated as if you had 999 seconds, not zero, left on the clock. This allows for an easy 49,950 point boost! Note that this glitch, if executed on levels using a flagpole, will prevent you from earning the bonus in that level.

To warp back to World 1, you must be in World 3-1. Near the end of the stage, jump onto the spring and fly over the flagpole. When you land, run forwards, and you'll find the warp pipe that takes you back to World 1.

To warp to world 3, you must be in World 1-2. When you reach an area where there is a pipe, a few bricks, and a Steel-Shelled Koopa, hit the first brick on the left. A beanstalk will pop out. Climb up the beanstalk, and at the top, run forwards until you reach the warp pipe that takes you to World 3.

To Warp to World 4 you must be in World 1-2. When you get to the moving platforms jump onto the platform. While on the platform get a running start then jump to the to the small brick ceiling then jump again to the next brick ceiling. Keep going until you see 2 pipes. Go down the pipe that's on the far left. You will be led to a secret area with lava. Make sure that Mario or Luigi is small. Run under the small lava pit that's positioned under a brick wall. After you make it under the lava pit keep going until you see a pipe. Don't go down the pipe. Instead, search for a secret coin block that's located one space to the left of the lava pit. Then get on the coin block and look for a coin block that's located one space to the right of the coin block that you are on. Jump on next coin block and jump up to brick wall ceiling. You should find a Warp Zone that leads to World 4.

You must be at least Super Mario to do this. Near the end of World 5-1, when you see two rows of floating bricks past two Red Paratroopas, hit the rightmost brick of the top row to release a vine. Smash the brick next to it, and then climb the vine. After going through the small bonus area, you will be dropped off on a pipe right next to a Warp Zone that takes you to World Six.

Near the end of world 5-2, when you encounter the trio of tiny elevators, try to go as high as you can, so you can jump off the last elevator and reach the top of the ceiling. Continue to run right, making sure to jump when the ceiling ends, and you will eventually reach the Warp Zone for World 7.