You can make secret white mushroom houses appear in each of the first seven worlds by collecting the required number of coins in the corresponding stage, as indicated below.

1-4 - 44 coins
2-2 - 30 coins
3-8 - 41 coins
4-2 - 22 coins
5-5 - 28 coins
6-7 - 78 coins
7-2 - 41 coins

Your reward in odd-numbered stages will be a P-wing, while your reward in the even-numbered stages is an Anchor item. You will typically have to work really hard to collect every last coin required in the stages, as some may disappear if you don't make the best possible use of a P switch.