Level 1: Secret area
In the first level, just before the boss, fall with the last box slightly, then leap to the right. As well as allowing you skipping the Boss battle, there are items here.
Mad Doctor: Mad Doctor Mickey
In the Mad Doctor level, on the elevator section, when the elevator lets you out, step off it then step back on. It will take you to a secret area.
More lives
On Wharf when you have to jump crate to crate, you do not destroy the machine, you can fall off the platform then you must fall right. You shall land on a platform. There are 5 stars and 2 lives. On mad doctor level 2, when there's the tunnel, go on top of it, go against the wall, look up, jump, keep going right. You shall get to a platform and there are 2 stars and 1 live. You have to go back to the tunnel to finish the level.