So, in the World Map you must tick both "No World Map" and "Restart Last Level on Death". Then chain levels, just like the others said, with each level having an ending victory cutscene that finishes with the player entering the warp to another level. Castlewars said that cutscenes like entering an underground level must be made in separate levels, and I can't disagree with him. Do the same cutscene in a castle, with a Toad saying that unfamous sentence and a SMW star, and do a door that leads to the next world. If you want that the player enters the world selection level, you can add a warp pipe leading to it at the beginning of each level. As for when the last main world is completed, yeah, after Peach's "Thank you", there should be a door leading the world selection level. Bear in mind that THIS is the hub, not World 1-1. Still in the world map editor, the Auto Start Level can either be the intro leading to World 1-1 or World 1-1 itself. Each world, in the hub, has to be accessed with the stars you got in the previous worlds. For example, to enter World 2 you need 1 star and so on. This way, if you get a Game Over, you'll start from the hub without being allowed to skip worlds. If you want an even better feeling of SMB1, use LunaDLL and use the instructions from the following topics:
http://www.smbxgame.com/forums/v ... =30&t=1471
http://www.smbxgame.com/forums/v ... DLL#p11719
Hope that was of use, because MY FINGERS ARE ON FIRE AFTER WRITING THIS!!!