The very final level in the Boletarian Palace (4-4) features a new shortcut that was not in the original game but is a logical extension. There are threads online from 2009-2010 asking why there is no shortcut in the final level.
It has amazing art, lore, and atmosphere. But in order to defeat most of the bosses you have to learn their movement and attack patterns, while doing that you often die and have to go through the whole level again that often annoyed me and I thought there should have been more shortcuts to unlock.