Secret Power-up Room
In level 2-1, deal with the robot only the first platform at the start of the level then move to the left edge of the same platform and jump left and you will collide with a hole in the sky which takes you to a room where you get tons of power ups. In level 4-1 (The Tower), go to the very bottom left corner of the screen. While there, jump up. You should be taken to a room where you get tons of power ups.
Special Warp
Get to the walker in Chapter 1, Scene 2, freeze it and kill the driver to get in. Then move a few steps to the left and use the Walker's special jump. You'll reach the top of the screen, at which time you will see a ledge. You'll find the door to the warp on this ledge. Get to the very top of the level in Chapter 3, Scene 3, with at least 1 AGM (The wing item without the skull which increases jump height) on you and land on the ground to your right and jump upwards on the second tile right and you'll pass through some blocks above you. Now go right to go to the Special Warp.