Super Mario World/Vanilla Dome/Vanilla Ghost House

Towards the very end of the level, after the part with the green orbs, there is a "P" block. Grab this and run all the way to the end of the level, skipping the normal door. You come to a door outline made of coins. Collect the two coins on the left side, and then use the "P" block. A hidden blue door will now appear there, which takes you to the end of the level.