Don't you get a secret ending or something when you beat Lost Levels without using pipes or something
Yeah you get bonus World 9 with some weird (but not harder) levels
Also theres more difficult Worlds A-D that get unlocked in the All Stars version just by beating World 8, but in the original...
In the Famicom Disk System version of Super Mario Bros. 2, the player must beat the game eight consecutive times and hold down the A button on the title screen in order to access World A, and in turn the other later worlds.