This began as a Japanese game with a name that was something like Doki Doki Panic, though I'm probably remembering it wrong. It had nothing to do with Mario. This is evident from the completely different enemies and the little Japanese people who cheer for you in the ending sequence.

Incidentally, I just replayed this game (or at least the Super Mario All-Stars remake of it). For one thing, it was much harder than I remember it being. And I now agree that it is definitely the most fun of the NES Mario games, and the most unpredictable of any of them including the Super Mario World ones.

Some of the level designs were completely ingenious, and some were more to the evil side. One rather cool level was level 3-2, because it wasn't shaped like any other level - you went back and forth along three long areas that were stacked above each other, one above the ground, one under the ground on the same screen, and one on the screen below. You had to cross between these at the right places.

An evil level was level 5-1, where you had to hop across large expanses of water on jumping fish.

The final castle, level 7-2, was a combination of cool and evil - there were two tracks through the castle, one hard one where you got a mushroom and an easier one where you didn't; of course they led into each other, so if you didn't know what to do when you reached the big room where they met, you would end up going backwards along the other one and smacking yourself as you ended up back where you started. Getting out of there involved the deceptively simple-looking task of defeating a Birdo and bringing a key across a short conveyor-belt; however, the evil mask dude would instantly follow you, and he can fly over the conveyor belt and you can't. And the finishing touch was how the exit door would fly off the wall and attack you in the end.

Just to set the record straight, this game was created and released by the American branch of Nintendo, the only Mario game, I think, that can claim such. The Japanese branch released their own Super Mario Brothers 2 around the same time period, which was very similar to the first in gameplay, except that Luigi could jump higher, and the game was much harder. The Japanese version was released in America under the title Super Mario Brothers: The Lost Levels as part of the Super Nintendo pack Super Mario All-Stars some years later.

There are two easy ways to get through this game and this is the easier of the two (IMHO):

Play the game through 1-3. In 1-3, there is a large building at the end of the outside area. To the left of that building is a small island. There is a potion on that island. Do not throw it yet. Walk to the left, all the way to the end of the building. You will see a pot (the kind you can go into). Throw the potion next to the pot. In the sub world, enter the pot. This will take you to world 4-1.

From 4-1, play all the way until 5-3. Select Luigi to play for this level. Start the level and exit the first door. Above the outside door, there is a pot. Jump up to that level, and look for a potion nearby. Throw the potion near the pot, enter the door, and then jump in the pot. This takes you to level 7-1.

From here, finish the game as you normally would.
When Doki Doki Panic was rejiggered into Super Mario Brothers 2 for the American and European markets it underwent a number of changes besides the addition of Mario and friends. There are a number of obvious changes, such as a new title screen and character select screen, but quite a few minor aspects of the game were tweaked.

Here's how the main characters were replaced with the Mushroom Kingdom crew...

  • The average brother turned into Mario.
  • The high-jumping mother turned into Luigi.
  • The fast-running father turned into Toad.
  • The float-jumping sister turned into Princess Toadstool.

And here's the other minor tweaks...

  • Doki Doki Panic included the ability to save game progress. Super Mario Brothers 2 does not.
  • The grass that indicates a vegetable can be plucked from the ground changed from black to red in color.
  • The magic potion that creates a door into SubSpace used to be a magic lamp.
  • In SubSpace the mushrooms had been hearts.
  • 1-up mushrooms are not mushrooms in Doki Doki Panic but are instead icons of the current character's face.
  • The turtle shell that slides along the ground had been a disembodied head in blackface.
  • The hawk mouth gate used to be a tribal mask.
  • Explosions are indicated by a large "BOMB" effect in Super Mario Brothers 2, whereas the original game spelled the effect as "BOM"
  • Phanto, the guardian of the key, received a facelift to make him look more menacing. Also, the effect of him activating was not present originally.
  • Mushroom Blocks had been unusual heads (to go along with the head the turtle shell had been).
  • The vegetables in World 7 were redrawn.
  • A new boss, Clawgrip, replaced a third appearance of Mouser.
  • The following items received some animation: cherries, POW blocks, vines, grass, crystal balls, bomb fuses, water, and spikes.
  • The following sound effects were changed: 1-up mushroom being plucked, enemies being lifted and thrown, Birdo being injured, rockets blasing off, POW blocks activating, cherries being collected, doors being opened, magic potions being thrown, hawk gate opening, playable characters make noise when injured, Starman music, SubSpace music, whale waterspouts, and stopwatch ticks.
  • Characters did not shrink when their life meter reached one unit remaining.
  • The "Hold B-button to run" maneuver was not present in the original game.
  • The slot machine bonus round went from a plain green screen to a recreation of the game's title screen.


References:
http://www.classicgaming.com/tmk/smb2_ddp.shtml

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