To complete the game of King Kong 2, you must help King Kong locate the boss of each world, defeat it, and collect the eight keys that are being used to keep Lady Kong imprisoned. You begin the game in World 1. In order to travel from one world to another, you must find the warp doors that transport King Kong to a different world. To find them, King Kong must typically bash and destroy surrounding buildings or plants to reveal gates. Not all gates lead to warp doors. Some of them lead to item rooms. One gate in the world will lead to the boss lair. Other warp zones merely transport you from one location in a world, to another location in the same world. These can be useful shortcuts, or they may get you lost if you've never visited a particular world before and aren't yet familiar with it.
There are nine worlds in total, and they are numbered 1 through 9. It is not necessary to tackle each world in order, although the number of the world typically represents the relatively difficult of survival in that world. Most of the worlds can be taken in a strict order (i.e. you never have to visit a world more than once.) The most common deviation is to travel from World 3 to World 5, then back to World 4, and on to World 6 because of the way the warp zones are laid out. You can use the following chart to determine which worlds are connected to one another.
| World | Name | Warp Zones to: |
|---|---|---|
| 1 | Advanced Base | 2, 3 |
| 2 | Jungle Frontier Zone | 1, 3, 4, 5 |
| 3 | Nightmare Labyrinth | 2, 5 |
| 4 | Coastal City (pipeline industrial complex) |
6, 7 |
| 5 | Peaceful Town | 1, 4 |
| 6 | Night Town | 7, 8 |
| 7 | Mountain Range | 2, 6, 8 |
| 8 | Modern City | 5, 7, 9 |
| 9 | The Last Labyrinth | 1, 4 |