In World 2, you can jump on the turtle as done in New Super Mario Bros. to get extra lives until you choose to stop or until time runs out.

If you are riding on a Yoshi and jump on the bullets seven or eight times you will get as many extra lives as desired.

Kill eight enemies with a star on you to get an extra life. You can keep it going until the star runs out if you are fast enough.

Kill eight enemies with a turtle shell you will get an extra life. You can keep hitting the turtle shell until there are no more enemies if you run fast enough.

Jump on seven turtles to get an extra life. You can keep jumping on the turtles until there are no more to jump on if you are fast enough.

Freeze the Pokeies then do a quick Ground Pound to get at least five extra lives.