From the Super Mario Wiki
“Hello! I'm Fly Guy. What do you want me to do?”
A Fly Guy is a sub-species of Shy Guy. Their appearance is very much similar to that of a regular Shy Guy, but with the addition of the propeller on their head which is used to fly. Fly Guys have been used for various jobs, most commonly to carry items, sometimes harmful things such as bombs, or something to benefit the player, such as coins.
Super Mario World 2: Yoshi's Island / Yoshi's Island: Super Mario Advance 3
Fly Guys make their first appearance in Super Mario World 2: Yoshi's Island. In the game, they are used to carry items like Red Coins, 1-Ups, Coins, ? Clouds or even bombs. In some levels, they swoop down carrying a ? Cloud or a Red Coin, and if the item is not obtained in time, the Fly Guy floats back up and laughs mockingly. There are also flashing Fly Guys similar to Whirly Fly Guys, and if the player doesn't pop the balloon they're holding, they turn into green Fly Guys and fly away while laughing mockingly. 
Fly Guys also make an appearance in Yoshi's Story, in groups of four. If all four are defeated with one egg, Yoshi is awarded with a melon. They appear in Stage 3-3: Poochy and Nippy, Stage 3-4: Frustration, and Stage 5-3: Shy Guy Limbo.
Yoshi's Island DS
Fly Guys behave similarly in Yoshi's Island DS as they did in the original, except they do not carry bombs and their laugh is much, much higher pitched. 5 of them, one carrying a Red Coin, 2 with 1-ups, and 2 with Coins, appeared in the Island Museum. They are found in the Shy Guy exhibit.
Yoshi's New Island
Fly Guys appear as enemies in Yoshi's New Island, behaving as they did in previous games in the series.
Super Mario 64 / Super Mario 64 DS
In Super Mario 64 and Super Mario 64 DS, Fly Guys appear in Shifting Sand Land, Tiny-Huge Island, Tall Tall Mountain, Rainbow Ride, and Snowman's Land. They cannot carry items, but they have the ability to spit fireballs at Mario (possibly being the only game where Fly Guys produce fire), as well as diving at Mario to attack him. If Mario stomps a Fly Guy, he will Spin Jump high up into the air. This allows him to reach high places. The Fly Guys share this effect with the Spindrifts. When swallowed by Yoshi, they provide him with a burst of fire to spit.
Mario Party series
Fly Guys have been noted for some important roles in the Mario Party series.
In Mario Party, Fly Guy makes an apperance on the board Wario's Battle Canyon. When a player passes by, it will ask the player if they want it to take them to Bowser, bring another player to the space before him or do nothing. Both choices cost 10 coins. Also, a Fly Guy appears briefly in Knock Block Tower where he grabs the chest and flees if the player doesn't get it in time.
Mario Party 5
Mario Party 6
A secret technique with the mic causes Fly Guys to fly across the menu screen in Mario Party 6.
Mario Party Advance
In Mario Party Advance, a Fly Guy appears in Shroom City, living in the Mushroom Condo. When the player heads to the rooftop of the condo, Mr. E shows up and asks Fly Guy about the UFO, and Fly Guy replies by saying that he'll summon it. When he and the player summon the UFO, Fly Guy rewards them with the Gaddget Morse Maker. According to the ending, Fly Guy has packed his bags and is waiting for the UFO to take him away.
Mario Party 7
Mario Party 8
Two Fly Guys also appear on the game cover's boxart of Mario Party 8 (as seen at the top of the page). They also appear in the minigames King of the Thrill, where they carry the losing team as seen in the background. Additionally, in the same minigame, if two characters fall off at the same time during a fight, a Fly Guy will carry the character who falls off just after the other falls off up to the top platform for the next part of the fight (or for the victory if the character falls off during the last part of the minigame). In another minigame, Mosh-Pit Playroom, they carry the basket of balls for the characters to pop, as well as the basket of confetti to rain down onto the champion of the minigame. Two Fly Guys are also seen holding the 8000 points sign in Test for the Best.
Mario Party: Island Tour
Fly Guys appear in Mario Party: Island Tour on the Shy Guy's Shuffle City board. If one of the players lands on an Event Space and causes somebody to move a certain amount of spaces, a Fly Guy appears and moves that character.
Mario Golf series
In Mario Golf for the Nintendo 64, sometimes a Fly Guy flies across the screen when the player begins their stroke if there is a high wind on that hole. In Mario Golf: World Tour, their name can appear on the tournament scoreboard, and when there are strong winds on the hole, a notification will show up that depicts some Fly Guys getting blown away by the wind.
Mario Power Tennis
Fly Guy debuted in the Mario Tennis series with Mario Power Tennis, where he is an unlockable Tricky type playable character. He can be unlocked by winning the Mushroom Cup, the Flower Cup, and Star Cup in singles. His Offensive Power Shot is the Tornado Twist, which envelopes the returning player in a whirlwind while messing up controls, and his Defensive Power Shot is the Tornado Return, which he uses a whirlwind to return the ball from anywhere.
Mario & Luigi series
Mario & Luigi: Partners in Time
Fly Guys appear as enemies in Star Hill in Mario & Luigi: Partners in Time. They carry time bombs with a number from 0 to 3. One attack involves a Fly Guy flying upwards and dropping the bomb on its target. Halfway in the top screen means Luigi, all the way top means Mario. It can be countered with the hammer. Every counter or hit makes the bomb lose one number. If it hits zero, it explodes. If the Fly Guy survives, it gets a new bomb. The other attack is rocking back and forth to throw it. The number of times it rocks depends on who gets hit. If it rocks twice or six times, it rolls towards Luigi, and if it rocks four or eight times, it rolls towards Mario. This can be dodged by jumping.
They also appear if the player causes a Boom Guy to lose its launcher. A pair of red Fly Guys drop a new one on its head. The same event applies for Elite Boom Guys except the Fly Guys are blue. Fly Guys also appear when a Handfake uses a Bowser cut-out attack, where it carries a flame cut-out and flies towards Luigi to attempt to damage him (Boo is used to attack Mario).
Mario & Luigi: Dream Team
Fly Guys reappear as enemies in Mario & Luigi: Dream Team. In the field, Fly Guys roam at a high altitude, but will dive down at Mario and Luigi upon sight, and chase them relentlessly for a short period of time. In battle, Fly Guys' attacks revolve around using Goombas, and due to this, they spawn Goombas during battle. Fly Guys cease to spawn Goombas after four have been spawned, even if there aren't any more Goombas on the field. Fly Guys also will not spawn any more Goombas if there are three already in battle.
If no Goombas are present on the battlefield during its turn, the Fly Guy will fly high into the sky to reappear flying back into the battlefield from the background, now air-lifting a Goomba in its grip; the Fly Guy will then drop it in line with Mario and Luigi (from Mario's left) for them both to charge one after another at Mario and Luigi. Dodging the Goomba requires Mario and Luigi to jump before it hits them. Dodging the Fly Guy requires Mario and Luigi to not jump into it while trying to dodge the Goomba, and to just idle as it goes by.
If there is a Goomba present, the Fly Guy will pick it up, fly above Mario or Luigi, and drop the Goomba on them, which must be countered by hammering the Goomba into the sand before it lands on the targeted bro, which may cause the dizzy status. After that, the Goomba will then either run at the targeted bro again; if the Goomba has stars around its head, it will charge into the bro who wasn't targeted. This attack takes up the Fly Guy's turn.
Paper Mario series
Although Fly Guys don't appear in Paper Mario a similar Shy Guy named Sky Guy is in the game. Fly Guys were going to appear in Super Paper Mario but they were taken out, but still have sprites in the game's coding. They had propellers on their backs, instead of their heads.
Mario Hoops 3-on-3
Fly Guy appears in Mario Hoops 3-on-3 as an unlockable character. He is unlocked if the player gets at least a bronze trophy in the Star Tourney on hard difficulty. Fly Guy is also classified as a tricky character, the others being Boo, Paratroopa, Black Mage, and Moogle. His special shot is the Thunder Shot, which can be used if the player taps an "S" shape on the touch screen.
Super Smash Bros. series
Super Smash Bros. Brawl
In Super Smash Bros. Brawl, Fly Guys are featured in the Yoshi's Island stage. They are usually holding some kind of food. If they are attacked, they will drop the food they are holding and fly away. A Fly Guy also appears as a Sticker, depicting its artwork from Mario Power Tennis.
Super Smash Bros. for Nintendo 3DS
Fly Guys appear as Smash Run enemies in Super Smash Bros. for Nintendo 3DS. Unlike most other enemies, they do not damage the player. Instead, they fly around, carrying an item that randomly changes every few seconds (gold, custom part, food, etc.), similar to their role in Super Smash Bros. Brawl. Once attacked, they drop the item.
Fly Guys also once again appear on the Yoshi's Island stage, which returns from Super Smash Bros. Brawl.
Mario & Sonic at the London 2012 Olympic Games
Mario Kart 8
Stats and other information
Names in other languages