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Out of Bounds
Pit Crouching Clip
This can be done anywhere where there is a one tile gap. By holding the down button right before crossing the gap with running speed, you can pass through the ground. You must have an ability (besides UFO, Sword, Hammer, or Parasol) for this glitch to work.
Slope Clip
This is used in 5-5. There is a section in 7-3 that has a similar clip, but you cannot get out once inside.
Slope Clip
This is required for Stone Glitch in 1-1. Sub-pixel adjustment and a frame-perfect input is required, so this trick can be very difficult. It is necessary to press A for only one frame while still having some speed.
Sword Clip
This is used in TAS. Can skip most of 5-2. Details unknown.
https://www.youtube.com/watch?v=rthibR0gVFU&t=1093s
Ladder Clip
Out of Bounds Under The Screen
You can just barely get under the ground at the very bottom of the screen. Going any lower will result in a death.
2-2 Grand Wheelie Despawn
If you enter a space with Grand Wheelie and there are many effects on the screen (enemy on the left is breathing fire or spewing electricity, etc.), in rare cases Grand Wheelie will not appear. In this case, you will not be able to proceed and will be softlocked.
Orb Softlock
After defeating Nightmare Wizard, if you get on the Warpstar on certain frames, the screen scrolls all the way and does not go forward. However, if you wait for a few minutes, it will advance, so technically it is not a softlock.