In Secret Stage 2-A, there is a secret exit to the stage that will grant you access to the Warp Cannon in World 2. Near the end of the stage, there is one last spin jump platform you need to use to reach the final Star Coin. Instead of stopping once you get the last Star Coin, continue falling to the right and press Jump at the same time you land on the red turtle on the final platform to get enough jump height to reach the platform with the pipe above you in the little alcove. Go through the pipe and exit the stage using the red flag.