Warp Zone (Super Mario Bros. 3)
From the Super Mario Wiki
The Warp Zone is a secret world in Super Mario Bros. 3. It is numbered as World 9 of the Mushroom World in-game, though no actual levels exist on it. The purpose of the Warp Zone, as in other games, is to skip to another world; it consists of a small uninhabitated island, littered with Warp Pipes leading to the other Worlds in the game. The game cannot be saved while in the Warp Zone.
The only way to get to the Warp Zone is to use a Magic Whistle. Where the player ends up is dependent on the world they used the Magic Whistle in. If the Magic Whistle is used in World 1, the player can choose from Worlds 2-4. If the Magic Whistle is used in Worlds 2-6, the player can choose from Worlds 5-7. If the Magic Whistle is used in Worlds 7-9, the player can only choose World 8 (thus using another Magic Whistle while already in the Warp Zone will lead to World 8 section).