Level Warp
To warp to Worlds 2, 3,or 4 during World 1-2, go to the end where the 2 platforms are rising, get on the first platform, and use it to jump onto the highest structure in the middle, then jump on the next rising platform, but this time, when it reaches the top, jump onto the TOP of the level. Walk foward and drop down the small jump, and you can now warp to Worlds 2, 3, or 4 by going down the desired tube, and pressing down.
World Select
After beating the game, if you do not turn off the console, you will return to the title screen. There, you can press the B Button to start as desired in World 1, 2, 3, 4, 5, 6, 7, or 8.