I revived this topic to tell you about a really cool glitch in SMA3: Yoshi's Island. (I did NOT find this one myself, but I don't think it's documented on this site.)
In either Bowser's Castle or Mystery of the Castle? (it's a lot easier to do it in Mystery of the Castle?), find a place where a red switch is sitting near the left edge of a lava pit. Jump into the pit, but turn to the left and hug the left side. When you touch the lava, you will die and fly up to the left. But wait! When you land on the switch, you will revive! You will still, however, lose a life from your life count. One especially cool thing about this glitch is that if you have 0 lives left when you do this, you will get............ 999 lives! Cool, huh?
I'm not sure if this works in the SNES version or not. But in that game, there is no Mystery of the Castle? stage, and I think you can only get 99 lives.
I'll try to get back to this thread sometime to list a couple of glitches in SMB2, but I'll have to perform them again to find out the details.