World 1

1-1 1-2 Secret 1-T 1-4 1-5 / 1-A (Cost 5 Star coins) 1-Castle

World 2

2-1 2-2 2-3 Secret 2-A 2-Castle : Beat the boss without mini mushroom

World 3

3-1 / 3-A (Cost 5 Star coins) 3-2 Secret 3-B 3-C 3-Castle

World 5

5-1 5-2 Secret 5-3 5-Ghost 5-4 5-Castle : Beat the boss with mini mushroom

World 7

7-1 7-Ghost Secret 7-Tower 7-4 Secret 7-Castle

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.