In some worlds, there are cannons you can access (usually through taking secret exits). When you enter the cannon area, there will be a large cannon in the area, and a world number written below it. If you want to warp, simply drop into the cannon and off you go! Here is a list of the known warp zones thus far:

World 5 Warp #1: Take the secret exit from the World 1 Tower.

World 5 Warp #2: Take the secret exit from Stage 2-A.

World 6 Warp: Take the secret exit from the World 3 Ghost House.

World 7 Warp: Take the secret exit from the World 4 Ghost House.

World 8 Warp: Take the secret exit from the World 5 Ghost House.