Some stages have Luigi save Mario from Donkey Kong.
One level has Link save Pauline with the handicap of being unable to jump or use his sword.
Getting 3 Rainbow Stars in a stage.
The second game has Peach being rescued... by Peach.
The almost final Bonus Stage in the second game, which starts out as simply World 1-1 from Super Mario Bros. 3, but adds a P-Switch that produces coins spelling out "Thank You!" All with a great remix of the P-Switch theme playing in the background to celebrate your victory.
One of the Super Mario Bros. 3 stages has you ride Kuribo's Shoe—yes, that shoe everyone loves.