Hub Worlds are worlds that connect different levels. Most often found in platforming games, the hub world can be considered the modern equivalent to the level select and map screens of old. Generally Hub worlds are based around one primary area, such as a castle or a town, however their are exceptions to this rule (For example see I-ninja.) While 3D games arguably popularized the format, it is by no means exclusive, 2D games with hubs also exist, such as Braid and Bubsy II.
The concept dates back to 005 (1981) and Dragon Buster (1984). The concept of a hub building (castle) first appeared in Sega's Castle of Illusion (1990), which inspired Super Mario 64 (1996), which in turn inspired later 3D games.