The Adventures of 00 Dilly

Not missable. These is unlocked in level 11, among others. You will reach a point in the stage where you hop into a minecart. There will be a fork in the tracks that will send you to a dead end and cause you to lose. Prior to the fork in the tracks, there will be a switch on the left of the track. Press at this point and Dilly will use a shovel to hit the switch and continue on the correct path.