So, as of now, there are only 5 of these secret exits that I am aware of, which are Rope Ravine (1-5), Arctic Barrel Arsenal (1-9), Kremlantis Kaos (2-2), Sky High Caper (3-5) and Skyscraper Caper (4-5).
The first 4 are in this video:
http://www.youtube.com/watch?v=4PNFe9Sk1r8
The Skyscraper Caper warp is found in this video (the person playing is me, and I'm using a keyboard, hence the awful taking ages to actually get to the warp, which is only about 5 seconds away). The actual warp part is around the 0:15 mark.
http://www.youtube.com/watch?v=bO2RVtFPGEU
So, that's now got me thinking. Does anyone know if there are any other warps?