Go to New York with the statue of liberty. In the central there is a little park and here you will find another star.
Choose test 1 and turn 45 degrees to the left. Fly low above the village. When you past the village, watch the big cave along the coast. In it, there is another star.
Ever Frost Island
Choose test 1 and fly ahead and cross right towards the waterfalls. In the top of one of the falls, there is a secret entrance. When you follow this entrance you will bump into a star.
Fly straight ahead until you reach the coast at the other side of the castle. Somewhere there is a rock with a bend in the sea. Underneath it, there is a star.
On each island of Pilotwings a yellow star is hidden. When you touch this star you will appear as BIRDMAN.
To get to a star easily, get the ROCKET BELT in all levels. Here are the locations of the stars:
When you are in the Little States, fly to the south east part of America (Georgia). You will find an intersection with gas stations at all corners, fly in-between the pumps and station and you will be filled up 'free'. It won't help you with any challenges, but will help when you are exploring.