This is awesome! I really enjoyed playing it. Haven't made it through the Dark World yet, but I'll keep at it! Absolutely love how the music changes as well with the graphics, and the music was quite catchy.
Not sure if this is a runtime problem for me (running under Linux with Wine), but sometimes when the graphics would change, my view would be reset. I also do wish there was also a little something extra to indicate you've been hit. Possibly a slight delay before graphics shift (likely just a handful of frames) with some screen shake or something, and maybe just the slightest invulnerability after being hit.
Excellent work! Had other people in my house looking over my shoulder while I played ;D You wove mechanics, theme, and visual/audio together well :D