Braid

When you put together all the puzzles an area on top the World Select Menu opens up.
Go there and complete the Final Level, no puzzles here, if you listen to the music you notice you have to rewind the levels for them to work
Then there's only one part left, here you just have to go through it as quick as possible.
When you've reached the Princess rewind all the way back to get to the starting point where the door now is open for you to go through.

Check the video below if you can't figure it out: