From the Super Mario Wiki
Candles (ろうそく, rousoku) are objects in the real world that have sometimes made appearances in Mario games as enemies.
Super Mario Bros. 3
They first appeared in Super Mario Bros. 3, where they would sometimes be used as a hiding place for Hot Foots. Candles sometimes appear as background items in many games as well.
In Luigi's Mansion, candles were often used to light the hallways of the mansion, often times they would be used to solve certain puzzles. Candle lamps were one of the many sources of Fire Elemental Ghosts, if Luigi used the Poltergust 3000 on a candle lamp it would release a Fire Elemental Ghost which Luigi could capture in order to turn the Poltergust 3000 into a flamethrower.
Mario vs. Donkey Kong
In Mario vs. Donkey Kong, candles appear as enemies in the Spooky House where if Mario touches one, he will burn and lose a life. Candles also have the ability to float up and down.
Mario vs. Donkey Kong 2: March of the Minis
In Mario vs. Donkey Kong 2: March of the Minis, candles appear as enemies once again, with the same attack pattern as in the prequel. If a Mini Mario touches one it will instantly be defeated.
Super Paper Mario
In Super Paper Mario, candle lamps appear as enemies in Chapter 2, when Mimi chased Mario and Princess Peach through the mansion. The candle lamps shoot fire at either hero, and it is invincible. There are also candles that Bowser can light.
The Adventures of Super Mario Bros. 3
Candles appeared in the episode, "Princess Toadstool for President" where one Hot Foot leaped out and chases Mario and Luigi.
Artwork of a candle from Super Mario Bros. 3.
A candle from Luigi's Mansion.
Two candles from Mario vs. Donkey Kong.
A candle from Mario vs. Donkey Kong 2.
A candle lamp from Super Paper Mario attacking Mario.