A lot of people think that the Mario games are just stage plays, but this is incorrect. It's actually a television and film franchise. Allow me to elaborate.
-Each of the Mario games is actually a movie or tv show filmed by the Lakitu Bros. Corporation. All of the main characters are just actors.
-The first generation of actors passed on their roles to their children(most of whom debuted as the baby characters in Yoshi's Island) sometime around the Wii-Wii U era.
-Mario and the others had these children by spouses who are in no way involved with the production of the Mario Bros. franchise. Mario is actually married to a regular Italian woman, Bowser was married to a female koopa etc. There were no romantic relationships between the actors(officially that is. There are some rumors that suggest otherwise but I'll get to that later).
-The first handful of Mario games were standard action/adventure movies that became incredibly popular in the mid 80s
-Super Mario World in particular was a huge success. Before then, Yoshis were seen as exotic animals most often seen in parks and zoos. After Super Mario World, however, everyone wanted a pet Yoshi and they soon became as common to own as a dog or a cat. This huge increase in demand for Yoshis forced Yoshi breeders to resort to less than ethical methods to get their Yoshis to breed faster which caught the attention of many animal rights groups who blamed the Lakitu Bros. for all kinds of animal abuse. Thankfully most of that seems to have blown over.
-Do to the popularity of these movies, the Lakitu Bros. decided to branch out with the franchise and try a variety of different movies and tv shows. You had movies aimed at slightly younger demographics(Yoshi's Island), hunting shows(Yoshi's Safari) and even nature documentaries(Yoshi's Cookie).
-As stated previously, all of the current actors are the children of the first generation and started out as child actors. For example, Bowser's son started out as Baby Bower in in Yoshi's Island, then played Bowser Jr. in Sunshine and finally became Bowser, like his father, in Super Mario 3D World.
-Bowser Jr. had not yet when production of SMB3 began, so the studio hired random koopa children to play Bowser's kids in that game.
-Super Mario Sunshine has a heavy focus on Bowser Jr.'s mother because his IRL mom, who is also Bowser's wife, died of breast cancer during production. In a way, that game was dedicated to her memory.
-Unlike Mario, Bowser, Luigi etc. there are no consistent Peach or Daisy actresses. The role goes to whichever slut is willing to getting on the Lakitu Bros.' casting couch. According to rumors, Mario and Luigi also help "cast" whichever actress get those roles.
-Super Mario RPG was the first television series in the franchise. The heavy fantasy elements in that game came about because of the Lakitu Bros.' obsession with D&D at the time.
-The Paper Mario games are an animated series while the Mario and Luigi games are live action tv shows. Mario and Luigi's Paper Jam was made like Roger Rabbit.
The Wario character and sub-franchise was originally created to appeal to the MTV generation. It was believed that Wario's outsider nature and moral ambiguity would appeal to Gen X who was caught up in the grunge scene at the time.
-The sports games, including the Mario Kart, are just celebrity sporting events like they used to do on tv.
-The reason Waluigi only appears in those games is because he doesn't work for the Lakitu Bros. and only participates in those sporting events because he's a friend of Wario.