Clams are basically giant bivalves with eyes that are found in the seas surrounding the Mushroom Kingdom and Yoshi's Island. They have appeared as semi-recurring enemies and obstacles throughout the Mario series.
History
Yoshi series
Super Mario World 2: Yoshi's Island
In Super Mario World 2: Yoshi's Island, small Clams appear as enemies in certain levels.
Yoshi's Story
In Yoshi's Story, they are generally harmless, but act much like underwater Warp Pipes from Super Mario Bros. 3, by blowing air up (nonetheless, these actually stop after a certain amount of time). Clams are usually found around Sea Cactus. They are rare, and even then they only appear in Stage 5-2: Lots o' Fish.
Super Mario series
Super Mario 64
In Super Mario 64, Clams appear however they don't have life and are just objects that have items in them. They appear in Jolly Roger Bay and Dire, Dire Docks.
Super Mario Sunshine
Although actual Clams do not appear in Super Mario Sunshine, a Clam-themed ride called clam cups can be found in Pinna Park where if Mario shoots them with water they will open up to reveal an item.
Super Mario Galaxy
Clams also appeared in Super Mario Galaxy in places such as Beach Bowl Galaxy. Like in Super Mario 64, they hold treasures inside such as a Star Chip.
New Super Mario Bros. Wii
Clams also appear as enemies in New Super Mario Bros. Wii. They only appear in World 1-4. They will trap a character in its shell if it closes on a character, causing them to take damage then opening back up. Most Clams have Coins in their mouths in order to lure a character close so they can bite them. In this game, they are known as Clampies.
Super Mario Galaxy 2
A single Clam appears again in the sequel Super Mario Galaxy 2 in the Starshine Beach Galaxy.