So far I believe Bob-Omb Battlefield, Whomp's Fortress, and Wet-Dry World have been discovered to have glitches that let you receive infinite coins. If I missed any, please post below. 
In BoB, you do the bob-omb glitch where you throw it and grab it right before it explodes. Then walk around until it disappears. Go around the bridge leading to the Koopa and elevator area and keep walking in and out of the coins draw distance and eventually a coin will appear in Mario's hands. It can be seen somewhere in this video (in this case to glitch the 100th coin making ABC x 0 for Star 7, possible in BoB).
In WF, you use a wooden box to do basically the same thing. It can be seen in a video that is played by Myles Bukrim, where he collects the max amount of coins (US version max. I think on the Japanese version you can get 999?), here.
In WDW, you use Chuck-Ya to accomplish glitching coins. Mario64Masters made a good tutorial on how to do this, which can be seen here.
Recently I found another level that you can get infinite coins in! For those that are wondering, it is Shifting Sand Land and I will edit this post with a video link soon 
Again, if I missed any of the courses, sorry, and please let me know. 
