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In the iconic World 1-2, you can run over the level ceiling (bypassing the level exit pipe) and reach the Warp Zone with pipes to Worlds 2, 3 and 4 (or glitch through walls and enter the pipe to Minus World). The Trope Namer is Super Mario Bros., which has secret Warp Zones in two Underground Levels.
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However, unlike a proper level clear, it does not cause the ball to vanish, so a player hoping to take the warp can still lose a life if the ball drops out of the play field before the Vaus can get to it (and for insult on the injury, if the player fails to make it, the Warp Zone closes upon the start of the next life).
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A secret area in a video game that allows you to magically teleport to another level, possibly offering you a choice of levels.
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