Yup, Wario Land II blew my G-damned mind when I first played it. It has the most rewarding and immersive secret exit structure in possibly any 2D platformer. If you stay asleep in the first level for a minute, at the very start of the game, you get carried to a completely new map path and ending. That kind of stuff.
Wario Land III is nearly as good, as has an insanely difficult final level that unlocks after collecting everything that might be the hardest feat I've ever accomplished in a game. Wario Land IV kind of sucks comparatively; the stage escape mechanic stinks, though Shake It! managed to redeem the structure somewhat by being otherwise awesome.