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".
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, there is a message that 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 player will return to the title screen, except the background is red and reads "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 decreasing pitch still plays.
In Super Mario Sunshine, Super Mario Galaxy, and Super Mario Galaxy 2, the "Too Bad!" sign changes into a Game Over sign. In translated versions of Super Mario Sunshine, the "Too Bad!" sign says "Arrivederci", Italian for "goodbye". In the Japanese version, however, it says "Miss!" instead. In Super Mario Sunshine, the color is red, 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 Game Over sign appears. If the player selects "Quit" on the Touch Screen, Mario or Luigi will become even more depressed and the game progress will be saved, but if the player selects "Continue", Mario or Luigi will happily run away. 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 lying dead and with the purple words "GAME OVER", similar to Paper Mario and Paper Mario: The Thousand-Year Door, but without the spotlight and with a different tune.
In Luigi's Mansion and Luigi's Mansion: Dark Moon, when a game over occurs, instead of the usual game over sign, the text will read "Good Night!" as if Luigi has fainted and fell asleep. In the first game, when a game over occurs, the player will be taken back to the title screen, but in the sequel, the player is asked if they will restart to the beginning of the mission or return to the Bunker; however, in ScareScraper, when the player(s) fail(s) a floor, a game over occurs, but it will read "Game Over" instead of the usual "Good Night!". If playing local or download play, the host (player) will be asked if they can play again.
In Mario & Luigi: Partners in Time there are two game over screens. One of them appears if Mario and Co. are felled in battle, which have eerie purple, smoky text which seem to allude to the Shroobs. The other one appears if they lose the battle against the Shroob UFOs (or later, the Shroob Mothership) in Shroob Castle), which shows the party depressed while Shroob laughter is heard in the background, symbolizing their conquest succeeded.
In Mario vs. Donkey Kong, the Game Over screen depicts a depressed Mario and the outlined words "GAME OVER", as well as two choices, "Restart" and "Quit". If the player selects "Restart", the stage where the player lost will be restarted, but if the player selects "Quit", the game will return to the stage select screen. In Mario vs. Donkey Kong 2: March of the Minis, the sign has a wobbly red font, and there is a depressed Mini Mario in place of Mario. In international versions of Mario vs. Donkey Kong 2: March of the Minis, the font looks different.
In the WarioWare games, if the player loses all 4 lives on a stage, a Game Over occurs, with a differing design and font, depending on the stage the player is playing.
In Super Mario Kart, if the player is out of chances to retry, a Game Over sign with a white, bubbly font will bounce into the screen. If 2 players lose all chances at the same time, there will be 2 Game Overs. If one player loses all chances while the other player continues, there will be a Game Over while racing. Also, if the player finishes a cup in 4th place or below, a Game Over occurs, but will read...
"[X]cc [name of cup] CUP RACE
...instead of the Game Over sign. Starting from Mario Kart 64, there are no chances, so Game Overs will only occur if the player finishes a cup in 4th place or below in Grand Prix mode, that don't have the usual "Game Over" text.
In Mario & Luigi: Dream Team, there is a fountain on the summit of Mount Pajamaja. If Mario and Luigi drink from it, they will fall fast asleep and have a nightmare about getting giant after eating too many Mushrooms, and realize they cannot survive like this. A few moments after the "Game Over" screen fades in, Prince Dreambert yells "MARIO! LUIGI! WAKE UP! NOW!".
Game Overs also appear in the Nintendo Adventure Books, used after a bad ending(s) has(ve) occured. An example of getting a Game Over in these books is in Leaping Lizards, where an Anchor is a dud item; it will drag Luigi down if he falls into a body of water.
For some reason, Game Overs appear in the Mario comics of the Nintendo Comics System, ending the story.