Sure, maybe that lack of a chocolate factory level was disappointing, but you can't keep a good gamer down. When Super Mario World rolled around a few years later, players were ready to believe again, especially in claims with no evidence to back them up. And so you have the rumor of the 97th level.
While one of the simplest in concept (I'll give you the detailed version: there's a 97th level exit in Super Mario World), this urban legend is intricate in execution. The basic premise is that the player must go to the Sunken Ship area, collect all 5 Yoshi coins while in freefall, then fall through the floor. Easy, no? No one could agree on what was to be found there--some said there was a collection of coins spelling out TEST, or a gathering of the game's key characters. No true answer seems to be forthcoming, however, and according to official channels no such level exists. Could these verifiers have been lying for attention? Say it isn't so, Internet!