In Mushroom Kingdom Fusion, there are many different Worlds. Worlds are a grouping of levels that follow a similar theme or play out an arc in the game's storyline.
Players progress through a World by completing levels. This opens up a path beyond the completed levels, allowing access to new levels. This mechanic is a combination of Super Mario Bros. 3 and Super Mario World, as players can re-enter completed levels for power-ups and to find alternate exits.
Some other elements of Super Mario World are implemented as well. There are Switch Palaces that fill in some broken line blocks to make them solid. There are also locks on the map that can be disengaged by finding secret keyhole exits in levels next to the locks.