There are 11 Secret Levels in Astro Bot. They are indicated by a “wormhole” icon on certain levels. Those levels have a hidden exit that teleports you to the secret level. The secret levels are the best hidden collectibles in the game. All of them are part of the “Lost Galaxy”, which appears at the bottom of the space map below the other 5 galaxies. There are 2 unlockable secret levels in each of the 5 main galaxies. The 11th level unlocks after finishing the first 10.
Using these secret level exits will teleport you out of the level, which ends the level immediately.
1. Fan Club
Entrance is found in Gorilla Nebula > Az-Tech Trail.
When you enter a small temple, extinguish all the 4 fires on the wall there (use the ladybug to reach those higher up) and you will reveal the Lost Galaxy entrance.
2. Funky Fungi
Entrance is found in Gorilla Nebula > Creamy Canyon.
When you reach an area with a pig, grab the pig by the tail and throw it at the frozen seal sculpture at the top of the previous area (the area before the pig). Climb up and hold 
to drill down into the sand. Inside you find the Lost Galaxy.
3. Light Bulb Limbo
Entrance is found in Go-Go Archipelago!.
After beating the boss at the end of the level you can find a spot to spin down through where one of his pincers landed on the right side. Down there is the lost galaxy entrance.
4. Boxel Bust-Up
Entrance is found in Downsize Surprise.
After going through the bedroom, and after climbing the leaves on a tree while downsized, you will reach a rooftop. Don’t take the path to the right leads which leads to the clocktower platforming section. Instead, check the left side for a blue floor plate, glide over it with your laser-feet to destroy the cover, then jump up. Blow into your controller to turn on the bubble-blowing frog, or hit the frog. While downsized ride the bubble to the top to find the secret level exit on the tree branch.
5. Furnace Fever
Entrance is found in Bathhouse Battle.
After spinning a blue flower to fill a pool, you need to soak some sponges at a wall to grow them into platforms you can jump up. Then you reach a rooftop with a small pool on the right and 3 burning blob enemies straight ahead on the roof. Here go left to find a chimney. Jump to the red torii gate on and then up the pink tree. Then squirt water on the chimney to extinguish the fire, then jump into the chimney.
6. Ghouls & Bots
Entrance is found in Free Big Brother!.
After breaking all locks on the big robot to free him, backtrack to the start of the level. There you will see a temple structure sticking out of the water, approach and an alien will appear. Here you’ll also find two platforms, each with a lightning bolt. Stand on either and wait for the alien to unleash a lightning attack while you’re on it. Repeat for the other one and you’ll get access to the Lost Galaxy. If you kill the alien go back to the island and it respawns. You can grab the remaining bots first and then exit the level here.
7. Rocket Pull Power!
Entrance is found in Hieroglitch Pyramid.
At the very end of the level in the room where the normal level exit platform is. Behind the level exit go to the end of the area to find wooden boards, jump up and turn into the metal ball to destroy them, then you get catapulted up to the secret level exit.
8. Danger Dojo
Entrance is found in Balloon Breeze.
After grabbing this level’s power-up, backtrack to the previous ladybug and then jump, glide and use this level’s power-up to reach a pot in the middle of the sky. Slash the bamboo with the DualSense and then reach the entrance. To activate the entrance, you must use your thrusters in the metal ring surrounding the eyes. Use the level exit here and restart the level to clean up remaining collectibles.
9. High-Suction Hero
Entrance is found in Djinny Of The Lamp.
After defeating the Djinny, ignore the level finish platform. Instead, turn around and climb up to the top of the platform. There will be invisible platforms to jump across that line up with the dark squares on the ground. Once you make it to the other side, punch the carpet and ride it up to the top to find the Lost Galaxy entrance.
10. Turtles In Trash
Entrance is found in Frozen Meal.
Near the end of the level you reach a platform with 4 electric enemies and 2 penguins playing with a giant snowball, push it over to where it’s shown in the screenshot and jump up to the ledge. Pull the wire at the top and suck out the ice blocks to reveal the hidden Lost Galaxy entrance.
11. Final Encore
The 11th secret level ‘Final Encore’ is unlocked immediately after finishing the other 10 secret levels. It will then appear in the middle of the Lost Galaxy.
That’s all secret levels in Astro Bot. For a full 100% walkthrough of all levels check out Astro Bot Collectible Guide.
Is there no way to claim the warp without exiting the level? Otherwise you have to come back to the level and start all over again. It isn’t that big of an issue in something like Free Big Brother where you can unlock the location immediately upon level start. But some warps locations take a bit of level progress to reach thus forcing you to come back and start the level over again.