In New Super Mario Bros. Wii, there is a bonus World 9 with 8 more levels and 24 more star coins to collect.
To unlock World 9, all you have to do is beat the game, but in order to unlock the levels in World 9 you need to collect all of the star coins in previous worlds.
Unlock Level 9-1: Collect all star coins from World 1
Unlock Level 9-2: Collect all star coins from World 2
Unlock Level 9-3: Collect all star coins from World 3
Unlock Level 9-4: Collect all star coins from World 4
Unlock Level 9-5: Collect all star coins from World 5
Unlock Level 9-6: Collect all star coins from World 6
Unlock Level 9-7: Collect all star coins from World 7
Unlock Level 9-8: Collect all star coins from World 8