Super Mario Bros. 3 Cheats

Warp-Flute locations
The First flute is located in the 3rd level in World One, to get it stand on the white block towards the end of the level until you drop down behind, then run behind the black at the end, you will get it then.

The Second is in the fortress in World One, obtain the leaf and then towards the end of the first part fly up above the block where you get the leaf and to the right, then run down and you'll appear in a room where the second flute waits for you in a chest.

The 3rd is in the second world, get a hammer and then break the stone at the end of the screen in the upper right corner, move past the towrd and then kill the two lava brothers, a chest will appear with the 3rd flute in it.