Warp across screen:
Stand inside the upper tunnel and continuously move back and forth while partway off the screen. Your character will eventually disappear and re-appear on the other side of the screen after a period of time.

Extra points:
Pick up a coin or other bonus and simultaneously lose the last life.

Alternate exit:
Clear all the coins from a maze, then lock the door directly below the top exit. Run into this locked door from above to freeze to it. Press Up to complete the level without touching the exit.