Finding 250 and 500 power moons to unlock the bonus kingdoms is pretty difficult. You have to search all worlds, complete all puzzles, and do a lot of exploring to get that many moons. Return to a kingdom after defeating its boss, as a lot of new optional tasks will be unlocked. Additionally, make sure to smash the moon blocks. They are marked on your map in each kingdom —- they give approximately 20 moons per kingdom. You can also purchase packs of 10 moons for 1,000 coins from shops.