The Orb is a glitch that can be obtained in the common Super Mario Categories 11 Exit (Orb), 11 Exit, No Cape, and Small Mario Only. It can also be obtained in the Miscellaneous Super Mario World Categories 17 Message Blocks, All 4s, All Ghost Houses, All Switches, Beat Special World, Feed the Yoshi, Switch the Yoshi, World 2, and World 3.
The Orb can also be collected in the level Tubular.
Yoshi Island 1
There are a few ways to obtain the Orb item. However, they all have the same basic principle. Fire kill the Rex at the end of level, then use Yoshi to collect the coin with his tongue and then steal the coin right off of Yoshi's tongue. By doing so, the game item swaps with the jumping chuck near the end of the level.
The easiest and most common way to obtain the orb is the Virus Orb. This is done by going next to the pipe, jumping and fire-killing the Piranha Plant. Then jump up onto the pipe and perform the item swap.
Video: Virus Orb (Easy) Source: Stephen1704
Artega Orb is a variation of the item swap glitch, named after its creator Artega Omega, that was meant to bridge the gap between the easier Virus Orb and the more difficult Spinner Orb. In order to perform Artega Orb, jump onto the pipe, while fire-killing the Piranha Plant. Then proceed to item swap with the coin from the plant. Please check out Artega Omega's video for more info and cues.
Video: Artega Orb (Intermediate Tutorial) Source: Artega Omega
A variation on the Artega Orb is the Rex Bounce Orb. Instead of landing on the ground from the Artega Orb, you instead bounce off the Rex while collecting the coin to item swap.
Video: Rex Bounce Orb Source: dram551
This is the hardest version of the Orb to perform. It requires jumping under the Piranha Plant and bouncing off of the Jumping Chuck that is item swapped onto Yoshi's tongue. The video below shows a comparison between the Spinner Orb and the Rex Bounce Orb.
Video: Spinner Orb (with Rex Bounce Orb Comaprison) Source: Lambby