That is a good thought thegreginator. I think I saw something on some cheat site on how to do that. I will look into it.
I just did my first ever recording of SMW on an emulator. I did sw3 small getting the key exit. I didn't watch mario's speed to make sure he moved at the fastest possible speed. I just beat it normally to show the strategy.
http://dehacked.2y.net/microstorage.php/info/1788/sw3key.smv
I probably could have grabbed the key sooner if I took it from the right instead of the left. There might also to be way to get in the cloud and abuse the left+right glitch to the keyhole after getting the key.
A fun little thing to watch is the cloud's smile on the left side of the screen when mario is on his way to the keyhole even though the cloud is on the right side of the screen.
Hope you like the video. Just keep in mind that when I seriously record, I will actually watch mario's speed to make it as fast as possible.