In Super Mario Bros. Wii, there are cannons on the overworld map that you can use to skip worlds. However, the cannons are initially inaccessible, and you need to complete certain levels in a specific manner to get to them. What levels do I need to complete in order to access these cannons?
For Each cannon, you will have to find a secret exit in a certain level.
World 1 to World 5: Level 1-3. (video)
Leap with Yoshi just above the ceiling with the hidden tunnel between the second and third coin and dash along the top to the right.
World 2 to World 5: Level 2-6. (video)
Near the end of the level is a rep pipe high above, but it requires both the use of a Propeller Suit as well as the P-Switch a little ways before. Upon reaching the P-Switch, wait nearby for a few moments until the Pink-block on the track moves further up the track. Once it has, hit the switch, then make a mad dash toward the pipe by leaping from the pink-block to a series of newly formed blocks, just below the pipe--propeller from them (before they revert to coins!) into the pipe above to find the alternate exit.
World 3 to World 6: Ghosthouse. (video)
When you reach the room with the rope running along the ceiling, follow the rope so you're just above the left-most position of the first moving platform (that is, where it's positioned when it's moved all the way left). Now, drop down when it has moved away.
World 4 to World 6: Wendys Fortress.
World 5 to World 8: Ghosthouse.
Inside the Ghost House's first room, drop down the first shaft, jump the second, climb the stairs and jump the third. Drop down the shaft at the otherwise dead-end, then drop down the gap. Ignore the door and head left through a fake wall to find another door.
World 6 to World 8: Level 6-6.
Enter the red pipe suspended from the ceiling, just before the second fire brother
For additional pointers and images, you can look in GameSpot's New Super Mario Bros. Wii Game Guide