World 1

1-1 1-2 Secret 1-Tower Secret 1-Cannon : Take the World 5 cannon

World 5

5-1 5-2 Secret 5-3 5-Ghost Secret 5-Cannon : Take the yellow-green red pipe before the regular exit and take the W8 Cannon.

World 8

8-1 8-2 8-Tower 8-3 8-4 8-Castle 8-5 8-6 8-7 8-8 8-T2 (Pre-credits) 8-Bowser's Castle

To see the secret exits location or to get other informations about levels, you can check the website of the game.