These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Crowning Moment of Funny: The good ending can be one. See that giant red eye in the picture? Now replace the iris with a heart. In short, first the Princess, then your hero, turn into horrific monsters. The implication manages to turn a horrible ending into a very strangely humorous idea: life is life, and even dark creatures go through it and love in their own distinctly twisted way. Now, picture watching that ending and listening to "Always Look on the Bright Side of Life".
In World 7, there's a section that lifts you back to the first, happiest level, in order to open two cubes with gems in them, and then evert back to the higher levels to access them. If you die anytime during that point, the gems disappear, forcing you to do it all over again.
Level 6. The Advancing Wall of Doom from 3 returns, on a world difficulty one higher than any you've encountered so far, with a much harder maze to navigate and GODDAMN HANDS flying across the screen at random heights.
Not quite random: they appear at fixed times, at the same height as you. This means you can trick them into missing with well-timed jumps.
True Neutral: X-4 is about as close as you get. Immobilized enemies, blocks with blank expressions, and the music sounds like it's only being produced by all of two instruments. The HD version adds to this, making the background a flat ocean with a dull green sun.