From the Super Mario Wiki
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Super Mario series
Super Mario 64/Super Mario 64 DS
They first debuted in Super Mario 64 and it's DS remake appearing only in Jolly Rodger Bay known as "Clams" and usually contained Red Coins and if Mario touched it while closed/closing they would do 2 pieces of damage. They open when Mario swims near them.
New Super Mario Bros. Wii
They only appear in World 1-4 and in a secret area in 4-1. They will trap a character in its shell if it closes on a character, causing them to take damage and then opening back up. Most Clampys have Coins in their valves in order to lure a character close so they can attack them.
New Super Mario Bros. U
Clampys also appear in New Super Mario Bros. U where they act exactly like they do in New Super Mario Bros. Wii. They are very rare and only one can be found in a secret area of Waterspout Beach. They are also found in World Coin-5.
Mario Kart 7
Clampys appear in the Cheep Cheep Lagoon and Daisy Cruiser racecourses in Mario Kart 7 for the Nintendo 3DS. They are obstacles that are found only underwater, and like in New Super Mario Bros. Wii, they have Coins and Item Boxes between their valves that racers can pick up, taking care of not being trapped by the Clampy's valves.
Mario Party 10