Here's a list of things not to do in your Mario levels, consider it advice for when Super Mario Maker comes out in a week and a half. Also, here's things not to do in your Mario overworld. They both come from the rom hacking community at SMWCentral.
In Super Mario World, if you make the right series of moves with the right game objects, you can cause the game to execute arbitrary code. A particularly delightful use of this feature was recently shown by Masterjun, a tool-assisted speedrun enthusiast. He unveiled the speedrun to the world using an unmodified game cartridge and a Super Nintendo Entertainment System with eight controllers connected through a multitap system at the Awesome Games Done Quick 2014 event. Hack A Day explains the technique. Masterjun explains it in more detail.
Remember Super Mario Frustration? Kaizo Mario World is another of those super-hard Mario level hacks, this one of Super Mario World. Someone played through its first level 134 times, with save states, recording all his deaths, then digitally composited them into one trip through the level. The result was Many-Worlds Mario. (For those interested, here's a video of a tool-assisted perfect run of much of the game. Here's the rest. Here's some more.)
SMW - The complete soundtrack to Super Mario World, covered by one man using dozens of instruments. Roughly in game order, faithful to the originals, with some bizarre artistic license thrown around. A private hobby made public. Dedicated to Koji Kondo.