I remember how to get the flute in one of the first fortesses of Super Mario Bros.3
Also, I know that in Kirby's Dreamland (for good old Gameboy), when you push A,B,Select and Start the same time while the main screen is shown, cou can play a harder version.
In Super Mario Land (and all of the following GB Marios and the Two Mario Worlds on SNES), when you first pause the game, then push select, you can leave the level.
