What are the 3 levels between Brinstars Depths and Mushroom Kingdom 2?

Underneath Mute City is Big Blue, where you fight on F-Zero racers. Underneath Pokemon Stadium is Poke Floats, a stage where you fight on floating Pokemon. Under Onett is Fourside, where you fight on top of Sky Scrapers. Hope I helped, I don't actually remember how I unlocked them, but maybe someone else can tell you.

P.S There are 5 special stages to unlock. They are Battlefield, Final Destination, Dreamland N64, Yoshi's Island N64 and Kongo Jungle N64. Except for Battlefield, I know how to unlock all of them.

Final Destination: Beat all 51 Event Matches
Dreamland N64: Complete Target Test with every character
Yoshi's Island N64: Hit over 403 metres (1,323 feet[not sure whether that's UK measure or USA measure, I think there is a difference[)
Kongo Jungle N64: Complete 15 minute melee with any character.

Hope I helped

Ambilla said most of the stuff but I only remember how to unlock fourside:you unlock dr.mario to unlock him you win adventure or classic as mario.

I'm not sure, which one of the following don't you have?
1) Flat Zone:
- Complete Classic Mode using Mr. Game & Watch
2) Brinstar Depths:
- Play 50 Melee vs. Matches
3) Fourside:
- Play 100 Melee vs. Matches
4) Big Blue:
- Play 150 Melee vs. Matches
5) Pok� Floats:
- Play 200 Melee vs. Matches
6) Mushroom Kingdom II:
- Win either the Birdo Trophy or the Pidget Trophy
7) Battlefield:
- Complete All Star Mode
8) Final Destination:
- Clear every Event Match
9) Dream Land:
- Complete the Target Test with every Character
10) Yoshi�s Island:
- Hit the Sandbag 1,323 feet in the Home Run Contest
11) Kongo Jungle:
- Complete the 15 Minute Melee