Yoshi's Island
Yoshi's Island is the first world in Super Mario World. It contains seven levels, including the Yellow Switch Palace and Yoshi's House, which is not really considered a level.
The difficulty for this zone varies between wide open areas that are easily traversed quickly and Iggy's Castle where you can't take advantage of Yoshi.
Donut Plains
Donut Plains is the second world, containing ten levels, three of which are secrets. The world can be accessed through Yoshi's Island, Vanilla Dome, and Star Road.
Vanilla Dome
Vanilla Dome is the third world, which contains seven levels and two secret levels, which are classified under Vanilla Heights. The overhead map shows all the levels in the Vanilla Dome map, as well as the entrance to Star Road and Vanilla Secret 1.
Vanilla Heights is an unofficial name given to the set of secret levels accessed from Vanilla Dome. They are located directly above Vanilla Dome, and before the Butter Bridge levels.
Cookie Mountain
Cookie Mountain (also called Twin Bridges) is the area above Vanilla Dome and the following levels leading up to Ludwig's Castle. It is anchored by the Butter and Cheese Bridge crossings.
Forest of Illusion
The Forest of Illusion is a confusing area of the game filled with odd paths and other diversions, finally culminating with your escape then fight through Roy's Castle.
Chocolate Island
Not made of chocolate, Chocolate Island is one of the trickiest worlds in the game. Complete this, Defeat Wendy's Castle, make your way through the Sunken Ghost Ship, and into the Valley of Bowser. The Sunken Ghost Ship is the only level with ghosts that you are allowed to have Yoshi on.
Valley of Bowser
The Valley Of Bowser is the valley that is filled with lava, and is the home of Mario's most notable enemy, Bowser.
Star Road
In Super Mario World, the Star Road is a shortcut world, allowing the player to reach different places on the world map quickly. With exception of Star World 5, the player must find the secret goal in order to access the next Star World level.
Star World 5 still has a secret exit, which leads to Special.
Special
If you find the secret exit in Star World 5, you can access the secret world Special. Be careful though, the levels in Special are far from easy. Once Special is completed, the colors of the world map, as well as some enemies, will be different. The upper Star Road will lead you back to Yoshi's House.