Near the start, jump onto the small platform on the top left side of the first fan. As the platform begins to descend, jump up to start collecting the bananas that begin to fall. Keep the fan spinning (by jumping to higher platforms) and get all the bananas and a coin. A Puzzle Piece will appear in the middle. Grab it and continue.
Head to the right. When you reach another fan, jump to the top and then to a hanging girder on the left to get the K KONG letter.
At the third fan, jump onto a girder to the right and then up onto a structure where you can grab a Puzzle Piece.
Keep going until you get to a barrel that shoots you to a background area. Take your time, since smoke obscures about half of this area at a time. Jump down to the girder with the O KONG letter. You can also get a balloon and a coin here before jumping into a barrel and shooting back to the main level.
After passing the checkpoint, head left and jump across a brick wall and some smokestacks to get a Puzzle Piece. You saw this one earlier as you traveled through the background area.
When you get into this background area, head over to the moving hooks and then jump onto a platform to the right. Turn left and blow at the smog to reveal a Puzzle Piece.
You will need to dodge a Pogobot and Tiki Zings to get the N KONG letter. Continue to the next checkpoint to save your progress.
Dodge Tiki Zings as you head right. Jump up to the small hanging girders. From there, jump to the right, directly into a hidden area where you can find a Puzzle Piece.
Just a little past the hidden area is the G KONG letter. Roll from the hidden area and then jump in midair so you can get the letter and spell out K-O-N-G.
Just past the G KONG letter, blow on the musical horn at the top of a small hill and a Puzzle Piece will pop out. Grab it for your collection and continue to the right.
When you reach the next fan, jump onto the left platform to make it spin, revealing the last Puzzle Piece. Collect it and continue to the Slot-Machine Barrel to complete the level.