If i recall correctly, there are five "secret levels" -- 3 classic gaming and two "others"
Classic Gaming:
The Mario warp in 1-3
The Pitfall warp in 2-1
...and one more
Others:
The Isle of the Dead in 3-4 (leads to "satan's lair")
Finally, there's a level skip in 1-4 that takes you to 4-3, to the left just as you start... but i don't think it's a "secret level"
Classic Gaming:
The Mario warp in 1-3
The Pitfall warp in 2-1
...and one more
Others:
The Isle of the Dead in 3-4 (leads to "satan's lair")
Finally, there's a level skip in 1-4 that takes you to 4-3, to the left just as you start... but i don't think it's a "secret level"