Almost all of the blocks are bolted to the background and also project shadows on the air.
The end of each level is an outright stage right exit, with the goal box being in a prop room or something (the random backdrops in the black area are leftover props).
The platforms in levels like World 1-6 are very clearly suspended from the roof, with the wires VERY obviously visible. Also, the little spinny thingies that mark the ends of elevator tracks are connected to hidden machines behind the set; the elevator ends are visible via holes in the backdrop specifically cut out to allow them to poke through.
And now, here's what that hyperlinked picture missed:
The dead giveaway that this theory is correct: for most World 6 levels, the background is blue and white stripes. This is for OUTDOORS ice levels. Since when have you ever gone outside and seen blue and white stripes in the sky!?!
World 2's mini-castle has a blue Boom-Boom, evidence of a stunt double. Remember, NES games are quite well-known for their palette inconsistencies: Super Mario Bros. 1 had blue and gray Goombas, blue Koopas, and blue Piranhas, while Super Mario Bros. 2 had black and purple Ninjis and Hawkmouths, and the Birdo that spat only fireballs was green only in 7-1 and gray in other levels (as opposed to always being green in the SNES version). All that is evidence of obvious stunt doubles, too.
By World 8, the producers were getting really, really tired and wanted the play to wrap up quickly, so they half-assed everything. This is why most every level is in black and white. Likewise, the "Doomship intro" on every Doomship level (you know, the sequence where Mario jumps onto the anchor and lets it carry him up) reeks of half-assing. Just look at the "ground" for that thing!
And when "Bowser" is finally "killed", the rescue sequence at the end, as well as the credits, all reek of the producers saying "Screw this five ways with a lead pipe, we're going home!" Pay especially close attention to World 4: Boss Bass is shown in the credits despite not being seen once in that world!
Another dead giveaway: when he gets a Fire Flower, "Mario" turns orange. The producers apparently blew through so much of their budget that they couldn't afford the trademark white shirt and red overalls.note They were reversed in Super Mario Bros. 1 because of technical limitations resulting in Mario's shirt being brown and his overalls being red.
The "clouds" in at least World 1-1 are mushroom, flower, and star icons that don't really look like clouds at all.
The bricks that Piledriver Microgoombas hide in don't shine. (Strangely enough, Super Mario Advance 4 would bring back this feature despite it being based on the SNES version.)
Now let's look at the Super NES version'snote Which reuses the Super Mario World engine. changes:
The ? Blocks don't look like they're bolted to anything.
The multi-colored platforms in 1-1, 1-3, and similar levels project shadows properly.
Backdrops project shadows properly, too.
The title screen is a more proper opening reminiscient of a movie opening or (in more recent times) a DVD's main menu, complete with more developed backgrounds and even music!note Even though the Super NES versions of SMB 1, and The Lost Levels also play music during their attract modes.
World 6 has a better background.
Much more realistic-looking backgrounds. Instead of the eye-blindingly bright blue-green background, the water levels have a proper dark blue BG. Also, the water is now clear and fills its "container" properly (most noticeable in World 4-4). The Doomship intro now has proper ground and a much better "outside the castle walls" background, while the actual levels feature dark, stormy skies. And the ships are now colored like proper wood.
Note the overhaul to World 8. The tank level just before Bowser recycles the "outside the castle walls" motif, while the other levels have a volcano BG. 8-1 has a swamp BG, while 8-2 almost has a proper desert theme, but uses World 1-2's grass background. Peach is now being held in a proper dungeon, and the credits now accurately depict each world.
The sky castle in World 5 now has a lava ceiling to show where all those upside-down Lava Bubbles are coming from (even though that lava doesn't actually hurt Mario).
No more palette inconsistencies; Boom-Boom is the same color everywhere. At the very least, they're now doing a much better job of disguising stunt doubles.
Conclusion? The Super NES version actually came before the original NES (in-universe, of course).
Alternatively, the Super NES version was the movie version of the game, and they had more to work with in the special effects department than the play did. Also, the play was actually based on the original Super Mario Bros, and the Koopalings, flying ships, various power-ups, ETC, were added to add more drama/action to the story.
The themes of the different Worlds represent different phases of a human lifetime, presented as separate decades.
World 1: Grass Land (ages 0-10)
This is, of course, the easiest world, the one you start on, and the one everybody's been to. Turning on the NES is conception, the title screen is pregnancy, and pressing start is birth. You go out on your own even though you're in essentially no danger, but it can still be a challenge for new players. That said, this will often be the only World young children see. Lucky children will have chances at shortcuts in life (whistles).
World 2: Desert Land/Desert Hill (ages 10-20)
By the time you've reached this level, you've gotten a taste of success from beating the first world. You're more confident. This feeling is to SMB 3 as "growing up" is to real life. However, at the same time, puberty, getting into the higher grades in school, and going to middle school and high school, are often considered tiring and overwhelming, not unlike going through a... desert. We could say that the Angry Sun represents puberty or something, or perhaps that level is like getting your driver's license. Also, in this part of life, you get less "shortcuts," and this is also where they run out. The frog suit you can get at the end of this world represents getting a part-time job: you make a little extra money and it makes the next part of your life a little easier.
World 3: Water Land/Ocean Side (ages 20-30)
Hopefully you got that part-time job. I mean, frog suit. This world could represent going to college or starting a career: you're on your own and it's the first world that takes more than like five minutes to get to without warps, because World 2 isn't as easy as World 1. You're also getting some suits for the first time, which represent adult responsibilities (like the "part-time job" frog suit). The level is "Water Land" because even though only two or three levels there are underwater, they're the parts of your young adult life that go more "swimmingly" and what you want to remember the most. The bridges in the later part of the level could represent one's desire to be done with college. And the boat that takes you to a few islands with Toad houses and minigames could represent you going out and indulging in whatever pleasures you want since you're going out without any supervision and aren't a kid/teenager anymore. Also, that big fish Big Bertha could represent some annoying bitch that you have as a boss or college professor who screws you over all the time.
World 4: Giant Land/Big Island (ages 30-40)
The feeling of "growing up" starts to fade. Instead you feel "grown." Everything around you seems so "big" and adult now that you have adult perspectives. You're also dealing with more adult things. There's one level where everything is still big, but Big Bertha reappears as a regular-sized fish. It could be because you've gotten older and seen why she was such a bitch, and understand her more now.
World 5: Sky Land/The Sky (ages 40-50)
The "midlife crisis" level. The levels on land are a bit of a breather, which represents you slowing down and relaxing. Maybe even having some fun, in the case of level 5-3 (KURIBO'S SHOE!!). Then you go into the clouds.
World 6: Ice Land/Iced Land (ages 50-60)
This is where you're starting to actually feel old. You're having more and more adult responsibilities, and nothing seems easy/childlike anymore.
World 7: Pipe Land/Pipe Maze (ages 60-70)
The hardest world in the freaking game. This is where you really start to feel like you're old and tired of many things. Repetitive, boring daily routines/tasks (which could be represented by pipes in all the worlds) start to feel like they're everywhere, and those plant guys just won't let up. Stupid jerks.
World 8: Dark Land/Castle of Koopa (ages 70-80)
This world represents the melancholy of old age. You feel the end of your life coming on, or may feel that your life is effectively over anyway. You're also likely to be feeling lots of pain or living in depressing conditions, and you definitely want to kick that Bowser's ass. To make it a little darker, Bowser could even represent death itself, and beating him allows you to move on to the princess, who could represent some sort of pleasant afterlife. Or, simply a peaceful rest.
World 9: Warp Zone (ages 80+)
Now you're really old. You're going to have to go back and beat Bowser. The use of this in the game as a Warp Zone doesn't really represent anything, but the idea of it as a "World 9" that contains nothing but gateways to other worlds suggests the idea that when you get this old, you're going to spend quite a bit of time just remembering the old days, whatever memories they may hold, or "revisiting" them if you will. Telling stories to your grandchildren and such.
Optional addition for those who choose to believe it:
Other Mario games represent reincarnation. The first two Mario games are past lives. The levels and situations are different, but if you remember enough from these past lives the forgotten skills may help you in this one. Later Mario games become more complex and vivid as your soul develops over time. After having lived through enough lives you become smarter and more Genre Savvy, but that doesn't mean there aren't still challenges along the way.