Warp Zone Cannons

ign.com:

In some worlds, there are cannons you can access (usually through taking secret exits). When you enter the cannon area, there will be a large cannon in the area, and a world number written below it. If you want to warp, simply drop into the cannon and off you go! Here is a list of the known warp zones thus far:

World 5 Warp #1: Take the secret exit from the World 1 Tower.

World 5 Warp #2: Take the secret exit from Stage 2-A.

World 6 Warp: Take the secret exit from the World 3 Ghost House.

World 7 Warp: Take the secret exit from the World 4 Ghost House.

World 8 Warp: Take the secret exit from the World 5 Ghost House.

Infinite Lives on World 4-5

ign.com:

To get infinite 1-UPs, you needn’t go any further than World 4-5. There, head to the first pipe spawning Bobombs. Clear a way to the lower (indestructible) floor, but leave the left and right edges in tact. Grab a Koopa Shell and toss it into the pitt, and then position yourself far away enough from the pipe so the Bobombs continue to respawn. If done correctly, the Koopa shell will bounce left and right endlessly, racking you up 99 lives in no time.

Unlock World 4

about.com:

Defeat the Boss in the last castle of World 2 with Mini Mario to unlock World 4.