You probably permanently missed a bonus room in Oil Drum Alley. There's a bonus room within a bonus room in that stage, the only one like it in the whole game, and you only get one shot to do it. You can reset the system, of course, but if you save after getting into the first of those two bonus rooms, without getting into the second, then you're screwed. I'm not sure if the later ports let you reattempt. I made sure to do it right on the first attempt in the GBC version.