The following locations consist of a concealed heart that will reward you with one extra optimum health.

Sunlight Valley: Next to the shed near the Gold Cube for the "Jumping on Jumping Pummies" mission.
Chilly Cool Frozen Mountain: Inside the brick building to the left of the entryway that can be broken with Rage mode.
Giantbit Islands: Crawl inside the igloo on the ice island alongside the pig who has actually lost his marbles.