the water island near the beginning of world 4 in the level jump hit a wall near the ending of the level and enter a golden tube
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look up super Mario bros Cannon world 1 and level 1
The cannon in new super Mario bros takes you from one world to another without having to complete the world (ie it shoots you into another world)
give up.
in world 1 at the tower there is a red flag that you need to get to unlock the cannon.
You have to get the secret exit's in every world and the secret worlds