Fourth wall
Sometimes, characters in the Marioverse will state something that implies that they are aware of being fictional characters in a video game; this is known as breaking the Fourth Wall. The Fourth Wall is mostly broken in the Paper Mario series, for comic relief.
In Video Games
Many Fourth Wall breaks happen in the video games.
Hotel Mario
Throughout the many cutscenes of the game, Mario and Luigi speak with the player. Also, at the end of the game, the Mario Bros. and Princess Peach wave to the player and congratulate him/her for the completion of the game.
Mario Golf: Toadstool Tour
When Daisy gets a bogey, she will shout "OH! No, no, no, no, no, no, no!! You klutz!" Apparently, it means she is shouting at the player for causing her to get a lousy shot.
Paper Mario: The Thousand-Year Door
Just before Mario begins Chapter 5, Professor Frankly is about to tell them more information the Thousand-Year Door, when he calls for the "person behind the glass" to make sure they're paying good attention. Later during the chapter, Lord Crump (under his alias, "Four Eyes") tells the player that they'd better not tell Mario who he really is.
Super Mario 64
At the game's title's screen, Mario's will speak to the player with lines such as "It's-a-me, Mario! Hello!" and "Press Start to play!".
Super Mario World
Nintendo breaks the Fourth Wall in Funky; A long row of Coins spell out "YOU ARE A SUPER PLAYER!"
Yoshi's Story
Nintendo also broke the Fourth Wall in Yoshi's Story. Each time the player eats a Heart after playing a level's mini-game, a row of Coins forming a letter will appear. If the player puts all the letters from each level in order, it reveals the message "YOU ARE YOSHIS BEST PARTNER!".
Super Paper Mario
In the game, death is actually referred to as "Game Over". Several characters, the first one being Bestovius, refer to a certain button when explaining how to perform a move. When Mario asks what they mean by pressing that certain button, the character assures them not to worry, and that the great being that watches them (the player) will know what it means.
More specifically, Bowser shouts to Mario, "No more sequels!" and that he will finish him off. Lastly, during Chapter 3, the last option for Princess Peach to choose on the Swoon.exe will result in her to outburst in anger and demand to know who is picking these answers for her.
Other
"The Super Mario Bros. Super Show!"
At the start of the opening sequence, Mario shouts out to the audience "Hey, paisanos! It's The Super Mario Bros. Super Show!". In the live-action segments, the Mario, Luigi, and/or the guest star will tell the audience to watch a preview of Friday's The Legend of Zelda episode. At the end of every episode, Mario, Luigi, and sometimes the guest star will say to the audience "Til next time, everyone... Do the Mario!".
"Pirates of Koopa / Do You Believe in Magic?"
After Blackbeard Koopa kidnaps Princess Toadstool, he asks "Would Blackbeard Koopa lie?" and winks to the audience.
"Do the Koopa"
When Mario and the gang see the large fire pit they must cross, Luigi takes note of the Dark Land music in the background and nervously shouts "Stop the music!", to which it does. Luigi tells Mario that they can't cross that pit, but Toad sees some ? Blocks that can help them. Mario calls out for the music to start up, and new, more epic background music plays.
"Up, Up, and a Koopa"
Right before the commercial break, Mario tells Bowser that he'll never get away with his latest scheme, only for Bowser to say to the audience, "I know I've said this a zillion times before, but this time for sure, her (Princess Toadstool) people will rise up, and her kingdom will be mine!
Later on in the episode, when Princess Toadstool and Toad are flying with P-Wings, Princess Toadstool says to Toad when he complains about his appearance "It's not like you're on television will millions of people watching you!".
"Mush-Rumours"
At the end of the episode, Luigi asks if people in the Real World will learn if people will ever learn to accept people regardless of color, to which Mario, while facing the camera, responds "Yeah, when humans get as smart as Mushrooms."
"Recycled Koopa"
At the end of the episode, the Statue of Liberty comes to life to tell the audience "Those Mario Bros. are Super!."
