You've made it quite far, and this is the final world: World 8, known as the Castle of Koopa. This world features some of the hardest levels in the game, which require very great Super Mario Bros. 3 skills to beat.
This world map has multiple pipes to confuse you, similar to the preceding world 7. There are no Hammer Bros., mushroom houses or spade panels, leaving you largely on your own in this world.
In the second part, when you walk over the tiles marked by fireplaces, there's a random chance you may be dragged into a level by a hand. These levels are thus known as the Hand Trap levels. For the purpose of this strategy guide, they're all discussed. The third part of the level is completely blacked out, with only a small lightcone at Mario's position, preventing you from seeing the complete map.
Tanks
Kill or avoid all enemies, this level is built just like the airships, except that it'll end with a Boomerang Brother and give you a starman.
Battleships
They rise and fall. At the end, enter the pipe and it'll take you to Boom Boom's room, and you just stomp on him 3 times. Also, if you don't want to be killed by cannons or be in a Bob-Omb's explosion, try swimming on the brownish water under the battleship to skip everything.
In Super Mario All-Stars, the corner removed from the last battleship returns, meaning that if you swim under it, getting back up is possible only with a Frog Suit, a P-wing, or if you time your jump when the ship is at its lowest point.)
Hand Traps
In this area, you cross three tiles. As you cross, a hand may appear and pull you down. If it does, you will enter a level that will reward you with a Raccoon Leaf if you clear it.
In the first of these, it reviews all the kinds of Koopa Bros., first a Fire Brother, then 2 Hammer Brothers, then a Boomerang Brother, and finally a Sledge Brother. At the end is a pipe that leads to a Raccoon Leaf.
The second practices your skills with avoiding Podoboos when leaping over pits.
The third deals with flying Cheep-Cheeps.
Airships
A P-wing is definitely good for this level. It means you can fly over the entire level without having to land on the parts of the airship. It scrolls by quickly! At the end is a pipe, which simply takes you to Boom Boom's room.
8-1
If you have a P-wing, you can enter a pipe and get into a room containing 3 1-Ups. Just avoid the enemies and get to the end of the level.
8-2
Just either enter or leap over the quicksand. If you leap over the quicksand, the Sun from the middle of World 2 will reappear. If you enter the quicksand, you just enter one of the pipes and it'll take you to a coin room. After exiting the coin room, just follow to the end, trying to avoid entering the bottomless pits. If you don't have exactly 2 star cards at this moment, I'm sorry to say it's too late to get a 5-Up. This is your last chance to get one if you do.
Fortress
There are 2 rooms, one is blue and the other gray. Most of the doors can be entered from either room. If you're Hammer Mario, kill the enemies that you see, otherwise you'll have to avoid them. Near the end of the gray room is a P-switch that will open a door on the far right and take you to Boom Boom's room. Duck to get past the spikes and you'll get there.
(Variant: In Super Mario All-Stars, both sides are blue, making it more difficult to tell which side is which.)
Super Tanks
Last vehicle in this world. Just follow the screen, avoiding or killing enemies, and enter the pipe to get to Boom Boom.
Bowser's Castle
This is it! The final level! Take the high path whenever you have a choice, and stay away from any statues of Bowser you find, as they can shoot laser beams diagonally. When you reach Bowser, he cannot be killed the way his kids and Boom Boom are killed. You must stand in one spot on the bridge as he jumps, avoiding the fireballs he spits at you, and get out of the way just before he lands. His impact will smash a hole partway through the bridge; three hits in one place will drop him off the screen. The door will flash, and now you get to meet Princess Toadstool. After that, you just watch the credits, showing you pictures of things that happen in all 8 worlds. Then you can re-do the game with 28 P-wings!