Also, in the file selection screen before you even start the game, something similar happens. The empty planets produce a duller note that changes with the music, and the actual Mii head save file produces a higher pitched 'lead' note. The 2nd time I loaded up the game and I noticed this, I spent a good 3 minutes just playing around with the music there.

In levels with water, note how the sound of the music changes when you are underwater.

One thing that goes unnoticed to the general masses is the sound design of the Mario games. From the music speeding up in SMB when time is running out to the addition of a drum beat every time you mount Yoshi in SMW, Nintendo (and Koji Kondo in particular) takes great care in matching the sound to the game. At this year's Game Developers' Conference, Kondo gave a presentation on interactive music in games. It really is worth a read. If you have some of the games they use as examples, check them out yourself.