Note: In case I didn't mention this, I first played Lost Levels three or four months back. Therefore, I remember a few tricky spots and am already familiar with certain levels. So in the unlikely event you are ready to hail me as a gaming prodigy, don't- I would probably be failing badly were it not for previous experience.
World 2
2-1: AUGH so many Koopas and the flying variation. Fortunately power ups are a little easier to come by in this world, and there's even a 1-up I remember from trying to play through The Lost Levels like four months ago! :D Just a level that requires you to outmanuever the enemy.
2-2: Some developer thought it would be pretty humorous to have TWO invisible blocks in the same spot. Yes, this took me like twenty minutes to find when I first started playing Lost Levels (this was a few months back) and I'm still slightly bitter. Easy level other than that, just chock full of enemies.
2-3: Flying Cheep Cheep level, cute right? Yeah. Now add in flying Blooper :( Lost a life here, I was down to two lives by this point.
2-4: This level is evil. Forces you to be tiny Mario just to proceed through the level. Also, there is a tricky segment where you must run, fall and hold the control pad right to avoid falling to your fiery death! First time in this topic that I defeated Bowser by running underneath him.
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http://www.gamefaqs.com/boards/228-movies-video-and-dvd/58949084