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Before any of the levels are beaten.
An extra dimensional area in Super Mario World that can be reached by one of the five Star Roads. In Star World one can also get to the Special Zone. The levels have a different colored Yoshi in them, and there's a Yoshi in beginning of a few of the levels so you can exit the stage with a new ride.
The Star Roads link to Donut Plains, the Vanilla Dome, Soda Lake, the Forest Of Illusion, and the Valley of Bowser.