A Game Over is a term in nearly every Mario game (and many other games too), given to players when they run out of lives. Usually, they cannot continue and must restart the game, but can still often load their progress. In few cases, they cannot load any progress at all and a Game Over can be more of a big deal than in other games; this usually applies to games without save features.
The game over screen differs from game to game, but the text is usually against a black screen and playing background music that seems to be mocking the player.
 "Game Over" as death
In that game, Dimentio sends Mario and his teammates to "the next world", albeit "while still very much alive", which is like either going to Heaven or Hell. Mario, Luigi, and Bowser end up in The Underwhere which is a little like Hell, where some Shaydes ask Mario how his "game", referring to his life, was. Also, many Shaydes can be seen discussing how they got a Game Over. The Overthere, is like the Heaven surrounded in clouds, sun, and rainbows. It is where Princess Peach went.
That said, all the conversations in the The Underwhere seem to suggest that Shaydes can request an audience with Queen Jaydes who will weigh in their sins and send them to The Overthere, submit them to punishments befitting of their crimes or even return them to the land of the playing if the situation calls it.
It is never clearly shown the areas of The Underwhere or The Overthere where Jaydes sends the dead people; all that are seen in The Underwhere are Shaydes that have not yet requested an audience with Jaydes, and D-Men who work for her, while all that are seen in The Overthere are Nimbis (and Skellobits that are invading). It is implied that the dead villains are condemned to an area below The Underwhere, where Bonechill was also imprisoned before he escaped. It is possible that the paradise dimension witnessed at the end credits may be an area of The Overthere, though what Nastasia says seems to suggest otherwise.
One Shayde speculates that if a dead person dies in the Underwhere or Overthere, their aftergame ends and they go to a "post-aftergame", if such a place really exists.
When Count Bleck was using The Void to destroy all worlds, The Void also appeared in the Overthere, indicating that it would even destroy the aftergame. Where all the dead characters (or even all the characters altogether) would have gone following the aftergame's destruction is unknown.
Aside from Bowser (who appears to have infinite lives, as seen in Paper Mario: The Thousand-Year Door, though his death in New Super Mario Bros. seems to be the exception, as he has to be revived by Bowser Jr. from his bones), several enemies have appeared to return from the dead. The most infamous is Petey Piranha, who dies after each battle, yet often returns for another game. King Boo was apparently destroyed in Super Mario Sunshine, yet returned in Super Princess Peach. Also, the Koopalings were seemingly killed in their respective battles in Super Mario World (either falling into the lava or vanishing in a puff of smoke before their castle blows up), yet they returned in Mario & Luigi: Superstar Saga, New Super Mario Bros. Wii and New Super Mario Bros. U. It is likely that Bowser somehow revived all seven for their next appearances. This suggests that he has the power to resurrect his destroyed followers, as Bowser Jr. did for him in New Super Mario Bros.. This is also evident with Bowser's legion of undead (such as Dry Bones and Boos).
 Notable "Game Over" screens
In Super Mario Bros.: The Lost Levels, if the player runs out of lives in World 9, the Game Over screen looks different. Under the words that say Game Over, It reads: "YOU'RE A SUPER PLAYER! WE HOPE WE'LL SEE YOU AGAIN. MARIO AND STAFF."
In Super Mario 64, when Mario gets a Game Over, the game will return to the title screen, but the background is red and says "Game Over". "Course Clear" music plays, slowly decreasing in pitch, and Mario's face looks worn out. The main menu music then rises back to its normal pitch. In Super Mario 64 DS, Mario's face doesn't appear, but the music still plays.
In Super Mario Sunshine, Super Mario Galaxy, and Super Mario Galaxy 2, the "Too Bad!" changes into a red Game Over sign. In translated versions of Super Mario Sunshine, it says "Arrivederci", Italian for "goodbye". In the Japanese version, however, the screen displays the word "Miss!" instead. In Super Mario Galaxy, the color is purple, and in Super Mario Galaxy 2, the color is yellow.
In Super Mario 3D Land, there is a yellow background, and Mario or Luigi falls onto the ground, depressed, and the words, Game Over, appears. If the player selects "Quit" on the Touch Screen, Mario will become even more depressed and the game will save and quit, but if the player selects "Continue", Mario or Luigi will happily run away from the Game Over screen. After this, he will go to the Hint Room, with a special power-up and a Toad explaining a basic use of the power-up to Mario.
In Paper Mario and Paper Mario: The Thousand-Year Door, the Game Over screen depicts Mario lying dead under a spotlight with the orange words GAME OVER while the classic Mario series game over theme plays. In Super Paper Mario, the music and the words remain, but the fallen Mario is not present. In Paper Mario: Sticker Star, it shows Mario laying dead and with the purple words "GAME OVER", similar to Paper Mario and Paper Mario: The Thousand-Year Door, but without the spotlight and a different tune.
In Luigi's Mansion and Luigi's Mansion: Dark Moon, when a game over occurs, instead of the usual game over text, it will say "Good Night" as if Luigi has fainted and fell asleep. In the first game, when the game over occurs, the player will be taken back to the title screen, but in the sequel, the player is asked if he or she will restart to the beginning of the mission or return to the Bunker, however, in ScareScraper, when the player/s failed a floor, a game over occurs, but it will say "GAME OVER" instead of the usual "Good Night". If playing local or download play, the host (player) will be asked if he or she can play again.