I know there's a staircase at the end of one of the levels where a well-timed jump onto a turtle coming down a staircase will allow me to keep landing on the same shell until I max out my extra lives.
Where is it?
It appears to be at the end of stage 3-1. (source)
I've unfortunately never been able to perform this trick. The potential of 99 lives does you no good if you die every time you go for it.