In Secret Level 2-A, there is a secret exit to the level that will get you access to the warp cannon in World 2. Near the end of the level, there is one last spin jump platform you need to use to reach the final star coin. Instead of stopping once you get the last star coin, continue falling to the right and hit the jump button at the same time you land on the red turtle on the final platform. This will give you enough jump height to reach the platform with the pipe up above you in the little alcove. Go through the pipe and exit the level via the red flag.