Choose Maria, and play in Stage 3. Keep the bird special weapon, and make sure you have enough hearts to use its item crash at least once. Part way through the stage are two platforms connected by chains and pulleys. Normally, if you wanted to go to the path to stage 4', you would stand on the left platform, and hit the boulder above the right platform, and the left platform will be raised upwards with you on it. Instead, stand on the left platform and use the bird item crash. The boulder will be knocked loose, and the platform you were standing on will be launched upwards to the path to 4', but the item crash animation lasts long enough that you will not be on the platform as it rises. You will be left behind!! So, after you've done this, the game is basically stuck; you'll have to turn the power off to play again.
Discovered by Crawl and 1000, taken with permission from Flying Omelette.