Brooklyn
Brooklyn is a city located in New York, on Earth.
One of its first mentions in an actual game was in Mario's Time Machine, in which upon being asked if he was from Italy (due to his accent) by an imperial ruler in China, Mario says that he is from Brooklyn, New York. Of course, granted the time period, the fuedal lord didn't know what Brooklyn was.
According to the Super Mario 64 Official Player's Guide, Mario spent some of his life in Brooklyn; enough time, in fact, to be labeled a Brooklynite.
It also appears in the Mario Movie as the hometown to Mario and Luigi. In The Super Mario Bros. Super Show!, Brooklyn appears in some episodes-in one episode King Koopa tries to take over Brooklyn. The live action segments all took place at the Mario Bros. plumbing shop in Brooklyn.
In a few episodes of The Adventures of Super Mario Bros. 3, Mario and Luigi travel to Brooklyn.
Additionally, the manual to Sim City says that the Mario Bros. live in Brooklyn, stating that it's odd that Bowser is looking for them in Tokyo rather than there.
