List of NSMB2 levels with Secret Exits (no spoilers for the exit, just the level they're in)

[Mr Khan]

Fairly straightforward, because unlike Super Mario World, this game has no real indication of which stages have secret exits or not, and if you're like me, you don't want to spend hours hunting with a fine-toothed comb through stages for something that might not be there.

Credit to GameFaqs user Devin Morgan.

Go here if you want actual exits http://www.gamefaqs.com/3ds/667819-new-super-mario-bros-2/faqs/64824

1-Tower

2-Ghost House

3-Tower

3-4

3-Ghost House

4-Ghost House

4-Tower

5-1

5-Ghost House

5-A

6-Ghost House

Mushroom-1

Mushroom-Ghost House

Flower-1

Flower-Ghost House