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Because its actually interesting, its gives you questions like "Wow what did mario do when he found out? What will mario do now? Is luigi a king? what, what what?"
Not "everyone"... I have no idea what you're talking about...
There's a hilariously bad attempt at making a Zelda timeline that Nintendo put together a while ago because people wouldn't just drop the issue. But it's--as mentioned--hilariously bad because there actually is no Zelda timeline. It's one story that has been retold a number of times with the details changed around a bit. With perhaps an exception here and there in the form of a direct sequel or an alternate setting.
But there's certainly no continuity, or at least almost no continuity.
Second of all, I do not think the continuity to the main series Mario games has remained particularly consistent over the years either. Most of all though, the thing is that there isn't particularly a mystery figure out about the Mario games. The story is pretty straight forward for the most part.
He used to just be a blue collar itallian-american jack of all trades from New York City struggling to keep a job. He was a carpenter or construction worker during the events of Donkey Kong, until his pet monkey broke loose and kidnapped his girlfriend King Kong style and he was forced to tear down his building. He starts spanking the monkey until he is Interrupted by Donkey Kong's kid.
He starts looking for new work as a demolition man and a boxing referee until eventually he settles upon his most famous job as a plumber alongside his brother Luigi and a flock of killer animals come to invade the sewers, most notably including the killer turtle type entities we eventually know
Mario and his brother find their way to the Mushroom Kingdom through the sewers, which serves as an entrance to a broader mushroom world, possibly becoming Japan's first Isekai protagonists. They can't seem to find their way back.
When he arrives, The koopas are invading the Mushroom Kingdom with the help of the treacherous Goombas (known as Kuribohs in Japan). The King Koopa, Bowser, used sorcery to turn most of the inhabitants into the bricks we see (and sometimes smash V_V) all throughout the game, and kidnapped Princess Peach because only she has the magical power necessary to undo the effects of curse. I somehow doubt Mario and Luigi know who Princess Peach is at the start of the story. I think they is still of the mentality that he has to exterminate the vermin infesting the sewers of New York.
However, by the time they rescue the first Toad, they learn there is "a princess in another castle" and likely makes it their mission to rescue her. Bowser, being rather smart, had eight of his minions magically disguised as himself to serve as decoys. Mario dunks each of the decoys and Bowser himself into lava, saving Princess Peach and whichever of the mushroom retainers he found along the way. Apparently, Bowser is resilient enough to not only survive it, but come out unscathed, establishing him as being de-facto stronger than Darth Vader. :-P
From here the story starts to get a little ambiguous. In Japan, the second game is basically just Bowser invading the mushroom kingdom like he did in the first, and this second game what came to be known in the U.S.A. as "The Lost Levels", but based on an N.O.A. employee's feedback that game was deemed too hard for the U.S.A. so we got Doki Doki Panic with the main characters reskinned as Mario characters instead, which came to be known in Japan as Super Mario U.S.A. when it came time to release it to the Japanese public in Super Mario All Stars. Either way, the plot of Super Mario U.S.A. is perhaps not extremely relevant to us since it is all just a dream, although perhaps a premonitory one wherein the actual events play out immediately thereafter.
After the events of Mario 2 there is a period of peace in the Mushroom Kingdom until Super Mario Bros. 3, In the meantime happens the events of Super Mario Land. Mario, and only Mario, travels to Sarasaland to rescue Princess Daisy, who has been abducted by the alien Tatanga. Mario kills a sphinx-like creature and some Moai along the way. He also encounters some undead creatures from Japanese folklore known as Jiang-shi. How and why Mario knows Daisy is in trouble and in need of rescuing is unknown to me. Similar to Bowser, Tatanga puts Mario off the trail by disguising some of his minions as decoys, but instead of making decoys of himself like Mario did, we get Daisy decoys, so we know that Mario is specifically on a quest to rescue Daisy and he does not know specifically who has her.
In Super Mario Bros. 3, Bowser starts a larger scale invasion of all the kingdoms in the Mushroom World, sending off his seven children, the Koopalings, to serve as commanders of his army. The invasion is highly successful. Seven of the kings have their magical scepters stolen from them and are transformed into various animals with their power. Why he didn't do this in the first place is unknown to me, but I suppose perhaps his children were too young.
Peach bids the Mario Brothers farewell and wishes them good luck as they disembark from The Mushroom Kingdom to save the other seven kingdoms from peril. They traverse through Grass Land, Desert Land, Water Land, Giant land, Sky Land,Ice Land and Pipe Land, defeating each of the Koopalings, retrieving the Scepters and using their magical power to reinstate the kings to their original forms. Peach sends the Mario Bros. letters alongside with mystical items (level skip clouds and P-wings) to help them along their journey.
However, after rescuing the seventh and last king, Bowser has taken advantage of the Mario Bros' absence to kidnaps Princess peach yet again to use as a hostage to lure the Mario Brothers to his castle in the hopes of defeating them. The Mario Bros. go to Bowser's kingdom, known as Dark Land to defeat armadas of wooden tanks and naval forces, infiltrate Bowser's castle and trick him into smashing a hole through his floor and retrieve the Princess for the second or third time. Once rescued, Peach jokes that the princess must be in another castle, indicating that Mario probably told her about coming across seven different mushroom retainers who all used the exact same line.
After Super Mario Bros. 3, Mario and Luigi are in need of rest and relaxation from all of their exhausting adventures, so they decide to go on Vacation to a place named Dinosaur Land. Unfortunately, it seems as if Bowser has turned his invasive efforts towards Dinosaur land and decided to seal all of the Yoshis that normally inhabit the island in eggs.
Mario and Luigi take a nap on a beach, and Bowser decides its the perfect opportunity to kidnap peach for the third or fourth time. After the princess goes missing, they find one of the Yoshis, who hatches its way out of the egg and tells them of its plight, accusing monsterous turtles entrapped him and his pals into the eggs. Mario and Luigi deduce that it must be Bowser behind all of this, but before they depart, Yoshi gives the Mario Bros. a magical cape to help on their journey to defeat Bowser and the koopalings in their quest to free Dinosaur land yet again, destroying each of the castles and fortresses they set up in the process.
This is kind of where I have to stop. I don't really know what goes on in Super Mario Land 2, beyond the fact that it is Wario's game of origin and maybe him taking over Peach's castle. Yoshi's Island messes with the continuity with Kamek's premonition, possibly changing the circumstances of their birth, as he attempts to intervene and prevent the Stork from delivering the children to their parents, possibly changing the course of the future in the process in such a manner that changes their origin Story. In Yoshi's New Island, it is established that the house the Mario Bros. were delivered to the wrong house. The appearance of New Donk City with Pauline suggests that the Mario Brothers no longer originate from the real work N.Y.C., but instead N.D.C., keeping the I.P. of the Mario series more firmly under Nintendo's control. It also seems like the Koopalings being Bowser's children was retconned in preference of Bowser Jr. from Mario Sunshine being Bowser's only child. There are a number of Mario games I also haven't played or learned much about up until Super Mario Oddessy.
Yes, the Mario Bros. were indeed meant to be from Brooklyn, and not just in the Super Mario Super Show or the 1993 Super Mario Bros. movie staring Bob Hoskins. People sometimes seem to doubt this fact since there are not very many official sources confirming it, but it was at least directly acknowledged by Mr. Miyamoto when he was interviewed for an official Japanese strategy guide made for Mario 64 in 1996[shmuplations.com]:
I also think Brooklyn makes an appearance in Mario is Missing, but that's not a Nintendo developed game.
Something I would like to take particular note of is that not as many of the Mario games actually occur in the Mushroom Kingdom as is ordinarily assumed.
Super Mario U.S.A. takes place in a dreamworld known as Subcon. I already noted how Super Mario Bros. 3 takes place in different Mushroom World kingdoms. Super Mario Land takes place in Sarasaland, which is Daisy's kingdom of origin. Super Mario World takes place in Dinosaur World. Super Mario Sunshine takes place in Isle Delfino, and it is of special note that Princess Peach holds no sovereign or diplomatic authority on Isle Delfino because her attempt to object to the judge is overruled and she does not simply pardon Mario out of performing his community service sentence even though she knows for a fact he is not even guilty.
The main point is, as ridiculous and haphazardness as the Mario series may seem, the series of events seems to flow from one game to the next quite directly, so there is nothing to really puzzle out here.
The Zelda series seems to sequence break much more often which brings the order of events into question, and the time travel shenanigans in the Orcarina of Time also split the timeline like Sonic C.D., into two or maybe even three timelines, so not all of the games are unified into a single series of events. It's much harder to puzzle out, and aside from what Nintnedo has officially published in supplementary materials like Hyrule Historia is kind of left up to interpretation, which is to say nothing of the inconsistencies that have been introduced since. It's a mess, and people want to try and clean it up.