The Lost Levels is so cruel a set of levels from the Super Mario Bros. series, Nintendo decided to replace it with a whole other game and give it a Mario theme, known as Super Mario Bros 2 in North America. It was later released as "The Lost Levels" in Super Mario All-Stars. It's the only game in the set that saves your progress at individual levels rather than the start of worlds. It's that bad.
This run plays all levels, including the secret world 9, and extremely difficult A through D worlds.