http://www.tachyonlabs.com/sam/warpmechsecr.j2l
Here's a working draft for how to do this same thing with secret levels, so that you return to the same level/spot afterwards. This could be used for essentially anything; for instance, one level is set in a city, and you can go into each house and be warped to the inside of that house in the secret level, which uses a different tileset and thus had to be split off.
(Unfortunately it doesn't work in JJ2+ because blur apparently broke secret levels.)