So I did something really screwy. I don't know if any of this will turn out to be useful, but here it is: In W4 A Town in Chaos, I found a glitch room with VERY messed up tiles. Basically how tiles work in this game is that they each have a property found in a table that corresponds to the code to jump to upon contact with it - for example if a tile has the property "0x4032", which is a regular solid block, it jumps to 0x4032 in the code upon identification of the tile, which keeps Wario from moving inside of it. Finding a tile that would jump to the ending seems tempting but I couldn't get that to work through memory poking, it may require other conditions to work.
In this new glitch room the tiles have properties outside of what's programmed into the game. A fun effect of this one is that it ran some code that disables RAM bank switching. The RAM banks are where the level data is stored, so the aftermath of this is that the game is stuck on RAM bank 4 (all FFs in this case). It might be possible other glitch rooms exist that get you stuck on different banks which have portions of the level data instead of junk. In this case, essentially entire levels will consist of the same tile, however glitch areas will be unchanged. Entering other levels in this state has mixed results depending on the tileset. Some levels are completely solid and you immediately get stuck while others are just empty space you fall through until you hit the glitch area.
I was thinking things could get interesting if you were to save while falling through one of these "empty" levels, which resets the game and re-enables RAM bank switching, and places you at your previous coordinates, which should be within the normal level if done properly. The problem is that in-level saving doesn't want to work properly in this glitched state. I'm not sure why.
Anyway here's a Bizhawk savestate with the RAM banks disabled and a few levels unlocked, play around with it if you wish:
https://dl.dropboxusercontent.com/u/30177754/wl3severeglitch.state Keep in mind that the levels will not be displayed correctly in the navigation script. I might post a video later of how to get to the glitch room, but it's kind of grueling as it involves clipping OoB as a zombie and looking for a light tile in glitch space...