Secret world:
After you beat the puzzle in Treasure Trove Cove where 
you stomp the word BanjoKazooie go back to Banjo's 
house and use the C-Up button to look into the picture
of Bottles. Then you enter a secret world where you do
puzzles.
Submitted by Dom I

Secret Room in Monster Mansion:
In Mad Monster Mansion there is a secret room 
outside the Church. Look at all the stain glass
windows outside the castle and the one with a 
picture of Banjo and Kazooie jump into it.