Here's a glitch I found on the Super Mario All-Stars version of SMB2J: In level 9-2, when Lakitu is throwing Spinys at you underwater, sometimes the Spinys get stuck in the pipes. I've never had this happen on the Famicom rom, just the SNES version.
Also, in SMB1/SMB2J, if you jump straight into a pipe, and hold down B while doing so, Mario/Luigi will "wiggle" as he goes down the pipe.
A couple more:
* One time when I was playing Super Mario Advance 4 vesrion of SMB3, I hit a Starman and an enemy at the same time. This made Mario fall off the screen and die, but he was BLINKING like a Starman.
* In a similar vein, my cousin was playing SMB once (this was about 10 years ago), and I remember him hitting an enemy and a mushroom at the same time. The game made some weird garbled amalgamation of the "get mushroom" sound and the "dying" sound.