The writeup above references Super Mario Brothers: The Lost Level's World 9, which can be reached after completing World 8. The author alludes to the possibility of the ninth level being a bug, as he was only able to access it once. It is not a bug. There is a very specific way to get to World 9, and even the slightest deviation from this method will send the player straight from World 8-4 to the lettered worlds.

Don't warp. Ever. Not even once.

The game was programmed so as not to allow any player who warped at any point throughout the course of the game to reach World 9. (There are backwards warp zones in SMB: TLL. They count as regular warp zones as far as World 9 is concerned.) By doing so, Nintendo had attempted to create a feat that only hardcore or elite gamers dared attempt. In other words, it was not for the lazy.

Nintendo Power magazine held a World 9 contest in 1996. Gamers could, upon reaching World 9 by virtue of not having warped throughout the rest of the game, take a photo of their accomplishment and send it in to the magazine. Their prize was a commemmorative badge, suitable for sewing onto whatever fabric the winners saw fit.

The entire allure of World 9 is that players have to persevere through the entire game before they get to see it. As TOGoS says above, it's filled with anomalies within the SMB world. Various elements associated with the games' overworld, underground, water and castle levels are intermixed. Bowser appears not in World 9-4, but in 9-3. He is also fought out in the open and not in a castle. Because it bears so little similarity to the rest of the SMB universe, World 9 is often referred to as Fantasy World, which was its name in the original release.

The original Super Mario Brothers 2 included a text introduction between Worlds 8 and 9. Thus, its status as a special level that had been reached by doing something special (beating the game without warping) was clear. When the text was removed for the Super Nintendo rerelease in 1993, many gamers began to confuse it for a bug when they were able to reach it occasionally but not always.

While the official purpose of World 9 remains unclear, one can surmise that the programmers were interested in rewarding players who made it through the entire game without warping with something neat. It also became a rallying point for hardcore gamers; reaching World 9 was something of a badge of honour (hence the badge in the Nintendo Power contest).

On a more general note, Super Mario Brothers: The Lost Levels is widely considered to be much, much easier than the original Japanese release of Super Mario Brothers 2. Even though the rereleased 1993 version was much harder than Super Mario Brothers, the original contained a variety of elements that didn't make it into the rerelease. Among these are, as noted above, the fact that the player had to start at the beginning of a given level if he or she lost a life. Power-ups were also easier to find, and the poison mushrooms were more clearly defined, leading to less confusion with regular mushrooms.

When the game was rereleased in Japan for the Famicom Mini in 2004, World 9 was not included. It was included in the Game Boy Advance rerelease, however.

Resources: Super_Mario_Bros.:_The_Lost_Levels
Nintendo Power magazine