In World 7, there's a section that lifts you back to the first, happiest level, in order to open two cubes with gems in them, and then evert back to the higher levels to access them. If you die anytime during that point, the gems disappear, forcing you to do it all over again.
That One Level: Level 6. The Advancing Wall of Doom from 3 returns, on a world difficulty one higher than any you've encountered so far, with a much harder maze to navigate and GODDAMN HANDS flying across the screen at random heights.