From the Super Mario Wiki
Para-bombs are Bob-ombs with parachutes that appear in several of the Mario platformers. They descend slowly from the sky, and once they land, they act like normal Bob-ombs.
Super Mario series
Super Mario World
They make their first appearance in Super Mario World, where they descend from the sky and once on land act like normal Bob-ombs.
Super Mario 64 DS/New Super Mario Bros.
New Super Mario Bros. Wii
In New Super Mario Bros. Wii, Para-bombs first appear in World 8-5, where they are one of the many hazards alongside Crowbers and lava geysers that Mario must be careful of. They act identical to their Super Mario World counterparts.
New Super Mario Bros. 2
New Super Mario Bros. U
In Hotel Mario, Para-bombs (here known as Para Bob-ombs) had wings and could crash into enemies from above. They are similar to the Para-bombs from Super Mario World, except for the fact that they could follow Mario and Luigi while falling. If they hit a door, the door would close, making Mario and Luigi's task harder.
Paper Mario series
Paper Mario: The Thousand-Year Door
Para Bob-ombs made a brief cameo in Paper Mario: The Thousand-Year Door. When Mario and his partner were shot out of the cannon in the Fahr Outpost the hatch that held the Bob-ombs opened up and released the Bob-ombs. They came down slowly using red parachutes.
Paper Mario: Sticker Star
Para-bombs appear in Paper Mario: Sticker Star for the Nintendo 3DS. They are found in Goomba's Fortress. When the Cannons that appear, blast the Para-bombs from the tower after a Goomba wakes up a sleeping group of Bob-ombs using a trumpet. Once they hit the ground, they will attack like normal Bob-ombs. Many Para-bombs actually miss the desired area and fall into what seems to be a Bottomless Pit.
Super Princess Peach