Just the P-Wing sprites. Also, I added an alternate palette for the star, as well as a Ghost House and a cloud sprite to your sheet.
And extra water frames I noticed.
Oh yeah, that was the icon for a few e-Levels; the border was part of the sprite. Apparently, the outline of the yellow Starman (icon for the classic levels, BTW) was slightly different from the red one from World 5.
Bump with new sheet! Finally got around to finishing up those backgrounds, here it is (linked for 3600x1672 and 565kB size):
Link
No sheet icon atm, feel free to make one if I don't post one pretty soon.
Wow you really nailed it!
Just realized I forgot to check NLZ-GBA for any obvious unused sprites. I'll add whatever I find there when I can; right now, I gotta study for a final exam.
EDIT: Okay, it turns out there's not much I can make out. So I guess it's good to go...