As promised:
Secret Exit Guide
**Skip this post if you want to avoid spoilers**
GRASS WORLD:
none
FOREST WORLD:
Trunk Trouble: Shortly after the midway is a green pipe. Enter it - the key and keyhole are at the end of that room.
Eating Block Ruins: Enter the first white pipe you see in the level, then exit through the orange pipe on the left. This will reset the cement block wall near the start of the level. Get on top of that, and hit the turn block to receive a P-Switch. Take that switch back through the white pipe and into the cave area. Use the throw blocks here to hit any of the ? blocks, then step on them to cause the block snake to activate. Make sure you "fill out" the trail by jumping to reveal hidden note blocks in the gaps, then make sure you hit the P-Switch so that the trail eats away the blocks guarding the key. Take the key through the orange pipe, then hit one of the ? blocks near the start of the level. Step on them to cause the stone wall to be eaten away, then take the key to the keyhole.
Kind Timber Biome: Shortly before the midway is a series of four blue pipes. Enter the tallest one, making sure you have a mushroom. Spin jump on the blocks to get the key, then take it to the keyhole just after the midpoint.
Tragic Revolution: Just before the first white pipe in the level are two Chucks. Use them to get up on the vertical logs above them, then enter the black door. Hit the ON/OFF switch, and then proceed to the end of the area. The line guide should now take you to the lower pipe. Enter it, and you should land on another line guide platform. Ride it to the end to enter another black door. You'll now be in a "ruined" version of the first area - simply run all the way to the left and you'll find the key + keyhole.
Purple Pyre: Make sure you've activated the Green Switch, then reach the end of the area with the Fishin' Lakitu. You should see a gold/green colored pipe on the ceiling - reveal the hidden ? blocks under it and enter it. Grab the feather from the small bonus room, then head back to the area with the Fishin' Lakitu. Keep going right, and you'll see a trail of coins leading through a whole in the roof. Fly through them, enter the pipe, and you'll be at the secret exit.
WATER WORLD:
Crystal Reef Garden: Proceed through the second room of the level (pink colored) until you see a pipe that is blocked by invisible coin blocks. Shortly after this is a series of three throw blocks and three turn blocks just after that - the middle one has a P-Switch. Activate it, then enter the pipe. Feed the baby Yoshi a bunch of enemies in this new room, then proceed through the pipe on the right. Pass the midpoint room and progress through the green colored room until you each a P-Switch stuck in the ceiling (it's fairly early). Use Yoshi to grab it, then hit it right away. A tunnel should open up below you - enter it, then enter the pipe. The secret exit is at the end of this new room.
Log Jammer Jog: In the underwater area right after the midway - you can't miss it. Make sure you're small, grab the key, swim back a bit to lure the Rip Van Fish out, then swim into the keyhole. Watch for the invisible blocks below the opening.
Zone 434: Hit the P-Switch as soon as you get it in the forest part, then enter the blue door that appears on the lone cloud.
CASTLE/FACTORY WORLD:
Nephe Court: Near the end of the level before the last Dragon Coin. You'll see a 2x3 set of coins on a platform. Stand in the middle and jump up to enter a hidden pipe leading to the secret exit.
MOUNTAIN WORLD:
Variety Path: Right after you exit the castle room with the yellow and green blocks, you'll be in an outdoor area. Directly to your left is a horizontal pipe guarded by a Chuck. Progress through this level until you reach the P-Switch, and then bring it back to this pipe. Hit it to revel a hidden ? block, allowing you to enter the pipe.
Cobalt Quarry: As soon as you enter the cave area, jump above the pipe and grab the blue coin. Stand here for a second and a flashing shell will come out of the left side of the screen, allowing you to hit the turn block and spawn a vine. This leads to the secret exit route.
ICE/SKY WORLD:
none
FIRE WORLD:
Barren Badlands: At the end of the green cave area, stay on the skull raft instead of jumping off. It will lead you to a pipe with the secret exit route.
Doritos Desert: Right above the start is a series of grey blocks. Jump up from the rightmost one to reveal a hidden note block, leading to ANOTHER note block that contains a star. Grab it and start dashing through the level. The next star is in the first ? block you'll see after this (to the left of a Volcano Lotus). The star after that is near the end of the level in the ? block below two Pokeys. Go down after that, cross the Muncher pit, and enter the door. It's now a straight shot to the key (though you'll have to fly a bit - don't worry, a cape is provided).
Castle Collapse: The last area of the level (outdoors) contains five turn blocks. One of them contains a P-Switch. Grab it, and drag it to the door you entered the level from. Hit it, and a new blue door will appear in its place. Once you enter this new room, grab the key, hit the turn block, and climb with the key. Note that the camera won't scroll here, but when you reach the top of the vine, keep jumping right and over the wall to reach the keyhole.
Searing Stronghold: Right next to the midway is a block with a P-Switch. Grab it, then run back a screen or two and up the few flights of stairs. You'll see a pipe guarded with brown blocks - hit the switch here, enter the pipe, and get through this new area to reach the secret exit.
Normal Ghost House: Enter the first door you see in the level. Right above you will be another door - lure the Eeries slightly off-screen back to this door and then spin jump on them to reach it. Enter it. You'll be back in the first area next to a shell. Grab it, then carry it a few screens through the level until you see the keyhole and a ? block next to it. This has the key.
CAVE WORLD:
Archaic Art Archive: Head directly left of the midway (with the picture of two Fishbones) and take the upper route. The door at the end of this hall leads to the room with the key/keyhole.
Cakewalk Cavern: Progress through the level normally until you reach a 2-tile high tunnel and pipe blocked by a bouncing star ball. Hit the Koopa directly above it to grab a shell, then destroy this star ball. Progress through this new rooms with the P-balloons to reach the secret exit.
Caloric Crater: Make sure you've activated the Blue Switch, then grab the springboard from underneath the first Chuck in the level. Grab it, then cross the lava pit with the three grey platforms, and place it at the first red Koopa you see after this (should be two jumps away from where you got the springboard). Spring up and grab the P-Switch from the turn block. Hit it, and an arrow will appear and point you to the door to the secret exit.
Matrix Mines: About one screen after the start of the level is a springboard. Grab it, and drag it a bit to the right where the shelless green Koopa it. Above you is a box with a black door in it - spring up there (you'll have to land above the box/door and fall in). The "real" key can be found on the right side of the little key pyramid. The "real" keyhole is the third from the left.
WORST WORLD:
MariYOLO Adventure: This level does in fact have two exits, but as the main level is "Kaizo" in nature, you do not need to get through it to complete the game.
Holyoke World: Enter the first vertical pipe you see. The key and keyhole are at the end of this room (note: you'll probably want to be big, as the Muncher jump you have to do is very challenging. There is a hidden note block there, but it's only a one-way deal).
BEST WORLD:
Municipal Swimming: Beat the level normally by reaching the key and keyhole. Now re-enter the level. The "blank" midway at the start will now have a turn block in it that has a P-Switch. Grab that, and enter the pipe to the left of it. Swim against the current to enter the horizontal pipe in the underwater area. The "secret" exit will toggle automatically as you swim across this room.
Throw Block Heaven: Right at the start of the second room as you land in the Lakitu cloud, move downwards. You'll see a hidden white pipe once the layer 2 clouds scroll away. Enter this, and go right until you see a lone Mechakoopa. Grab it, and hit the turn block that is out of reach to get the key. The keyhole is at the end of this area.
WORLD X:
Starlight Shore: Directly after the midway is a double-ended pipe. Enter the bottom to reach an underwater area. The third last block in this sublevel has the key (second last ? block). Grab it, exit, then progress to the right about through the level a couple of screens. The keyhole is on a slope underwater.
Platinum Ruby Fortress: At the end of the second room of the level (with the orange right-moving platform) and before the five turn blocks is a vertical wall. A Spike Top will climb up this. Spin jump off of it and "climb" this wall under you're offscreen, then move right to find a hidden pipe. You'll come out below the midway. Hit the turn block to get a P-Switch, then carry it to the next room. Hit it as soon as you enter the next room and then go left. Grab the Koopa on the orange pipe and use it to hit the ? block containing the key. Just carry the a few screens to the right from here to find the keyhole.
Chasm of Scales: Directly after the keyhole are two scales and a horizontal pipe at the bottom. Ride the rightmost scale down until you're lined up with the pipe, then enter it. You'll now be in a "fake" level 0 - go to the right wall, jump to reveal a note block, then spring up and to the right. You'll now be in a "fake" version of the 3 ? block mini-game room from the original game. Jump up until you're standing on the platform with the three O's (directly below the pipe), then right through the wall on the right to find the key. Grab it, exit this room, and you'll land righ at the keyhole.