Warp Cannons
There are a total of 5 Warp Cannons in New Super Mario Bros. Wii. You'll need to find a Secret Goal (red exit flag) in worlds nearby each cannon to unlock the path to the cannon. You can freely travel between worlds after you've visited them by pausing the game on the map screen and using the World Select menu.
World 1 Warp Cannon (Warp to World 5)
The Secret Goal leading to this cannon is in World 1-3. Just before Star Coin #3 is a secret area you can access high above the ground which is on revealed when you stumble into it -- there are several coins in the hidden area. The hidden exit is actually above this secret area. You'll can get up there with the help of Yoshi or a Propeller Cap. Run to the right at the very top of the screen, past Star Coin #3, into a hidden pipe. On the other side you'll find the red flag signifying the hidden exit.
World 2 Warp Cannon (Warp to World 5)
The Secret Goal leading to this cannon is in World 2-6. You'll need to keep the Propeller Suit all the way until the very end of this level to find the secret exit. When the pink square comes to a halt by the exit flag, run and leap left, then use the Propeller Suit to buzz up and into the vertical red pipe at the very top of the screen. It's a tough maneuver -- try to vault off of the corner of the pink square when its highest position. On the other side you'll find the red secret exit flag.
World 4 Warp Cannon (Warp to World 6) Warp Cannon
The Secret Goal leading to this cannon is in World 4-Fortress. In the falling block area where the final Star Coin resides, there's also a secret passage to this fortress's red flag exit. Let the block nearest to the wall under the coin fall and then run over it and into the secret passage. A warp pipe will take you to the area with the red secret exit flag.
You'll need a Mini Mushroom for this secret. Play through the level until you get to the part, just past the midway flag, with the pink conveyor belts and numerous heavy, grey blocks. Here you can enter a secret area in the upper left for some coins and a 1-Up. There's another secret area at the very top by Wendy's door with a power up and some additional coinage.
World 5 Warp Cannon (Warp to World 8)
The Secret Goal leading to this cannon is in World 5-Ghost House. Make your way through the "main room" with all the doors to the various areas in the Ghost House. When you come to the fourth red arrow sign --it's across the way from a few coins and a door. Drop below the sign it (just to the right of it).
You can walk through a wall here to your left to find an area with a door. Hop across the light cubes to the far right in this new area. The switches illuminate the cubes but you can walk on them even if they are turned off. Follow the path to the red secret exit flag.
World 6 Warp Cannon (Warp to World 8)
The Secret Goal leading to this cannon is in World 6-6. When you come to the Fire Bros. tossing fireballs at your raft, it's easy to miss the purple pipe hanging from the ceiling. It's right between the first two Fire Bros at the top of the area. You may want to use the Propeller Block from earlier in the level to get up to it.
Head to the right through the dark passage and you'll find a pipe to the surface. A red Secret Goal flag sits here.
