Don't read this if you want to find this secret yourself!
I couldn't find this anyway else on the forum:
I found the third warp-level. (The first being SMB, and the second PitFall). On level 4-4, go straight forward and crash through the first wall. You'll see a lava pit with long pillars. Now, on the left-most edge where you are standing, roll down the edge, and stop right before you hit the lava. Now push the hard-button and the wall should break. You'll come to a collection map in Pacman style. I don't know what happens when you complete it.
When you beat it, you just get a lot of points. The best part is that you get to skip 4-4.