Super Mario Bros.: The Lost Levels (FDS)
Unless otherwise noted, these tips & tricks also apply for the Super Mario Bros.: The Lost Levels game that was part of Super Mario All-Stars, and the Super Mario Bros.: For Super Players game that was part of Super Mario Bros. Deluxe.
Worlds A - D
Note: This will not work in Super Mario All-Stars or Super Mario Bros. Deluxe.
Each time you beat World 8-4, the game will add a star to the SMB2 logo block on the title screen. When you have eight stars, at the title screen hold A and press Start. You will then be whisked away to World A-1. (You can accumulate a maximum of 24 stars, but only eight are needed to unlock Worlds A - D.)
Invisible 1-Up Mushrooms
To activate a hidden block containing a 1-Up Mushroom in most x-1 levels, collect at least 10 coins in the preceding x-3 level without dying. For example, collecting 10 coins in World 2-3 unlocks the 1-Up block in World 3-1. You can also trigger the bonus 1-Up in the x-1 stage by warping to it.
A few things to note:
To access World 9, you must get to World 8-4 without warping. Beat Bowser, and you'll go to World 9-1 as "small" Mario with one life in reserve. If you beat 9-4, you'll start back at 9-1 (in Super Mario All-Stars' Lost Levels, after 9-4 you'll go to A-1).
Multiple 1-Ups: World 1-1
Similar to the World 3-1 shell trick in Super Mario Bros., there's one you can pull off in the first level. The first Red Koopa Troopa you'll encounter is trapped in a box. Hit the second brick on the bottom to release a Super Mushroom, then bump it from below to pop it over the right wall and down to the ground. Run over and get it, making sure not to scroll the left side of the screen past the left wall of the box. Now that you're "super," wait until the Red Koopa Troopa is next to the right wall, and break the third brick to trap him next to the wall. Go back and break the first brick, then jump up to the block that gave you a Mushroom. Smash the brick above you, and then the one next to it on the right, hopping onto the Red Koopa Troopa in the process. If you're lucky, you'll keep bouncing on his shell, racking up extra lives.
To get fireworks at the end of a level, touch the flagpole to stop the timer when the ones digit of your coin total matches the ones digit of the timer (e.g. 34 coins, 194 time). If the digit matched is an odd number, you'll get three fireworks. If the digit matched is an even number, you'll get six fireworks. At 500 points per firework, this will really give your score a boost.
The magic number
To get a 1-Up bonus at the end of a level, make sure your coin total is a multiple of 11 (00, 11, 22, etc.), and then touch the flagpole to stop the timer when the ones digit of the timer matches the number in your coin total (e.g. 44 coins, 194 time).
The game won't let you have two Mushrooms on the screen at the same time. Thus, you can make a Poison Mushroom disappear by hitting a block that contains a Super Mushroom.