Original: In the television series and film, Mario and Luigi are originally from Brooklyn, New York. Little is known of Mario's childhood, though the infant version of Mario, Baby Mario, first appeared in 1995 in Super Mario World 2: Yoshi's Island, and has often appeared in Nintendo sports games since that time.
Simplified: In the television series, Mario and Luigi are from Brooklyn, although Super Mario World 2: Yoshi's Island says he was born in the Mushroom Kingdom.