You can tell when there's a secret exit for a level if you look at the placement of things on the map. I'm sure there's one in the desert haunted house, but I still haven't found it.
I think maybe 3 or 4 star coins have made me really search a lot to find them. One really cool one is on the level that has you going diagonally upwards on a pyramid, down a pipe there's a gold ring, but if you break the block in there and walk past where it was without jumping, you'll drop down a small gap. It's one of those secrets that I was proud I figured out by myself.
I think maybe 3 or 4 star coins have made me really search a lot to find them. One really cool one is on the level that has you going diagonally upwards on a pyramid, down a pipe there's a gold ring, but if you break the block in there and walk past where it was without jumping, you'll drop down a small gap. It's one of those secrets that I was proud I figured out by myself.