Through the Warp zones, you can skip levels. There are 3 hidden in Super Mario Bros..
1. At the end of world 1-2, you will find a green pipe. You have to go past this pipe via the lifts above. You can now choose whether you want to go to world 2-1, 3-1, or 4-1.
2. In world 4-2, you need to find the climbing plant, which will take you to worlds 6-1, 7-1, and 8-1.
3. Also in world 4-2, you can, in the same way as in 1, go over the pipe at the end to quickly go to world 5-1.
4. There is also a -1 world, at the end of the video you can see how to get there!