From the Super Mario Wiki
Super Mario series
Super Mario Bros. 3
The Sledge Brothers first appeared in Super Mario Bros. 3, where they replace Hammer Brothers in the Giant Land levels, as well as on the area's map. If a Sledge Brother sees Mario or Luigi, it attacks them by throwing sledge hammers at them; additionally, whenever a Sledge Brother jumps and lands on the ground, it creates a miniature earthquake which can paralyze Mario. To defeat a Sledge Brother, Mario can either jump on it, hit it with a Shell, use a fireball as Fire Mario, or a hammer as Hammer Mario to take it out.
Originally, their map icon was a Hammer Brother, but in the SNES remake in Super Mario All-Stars, their map icon changed into a green Hammer Brother. Their map icon was later changed to properly resemble a Sledge Brother in Super Mario Advance 4: Super Mario Bros. 3. In the artwork and sprites of Super Mario Bros. 3 and its re-releases, Sledge Bros. are depicted with mucus dripping out of their noses, however this trait was not carried over into subsequent appearances.
New Super Mario Bros.
Sledge Bros. reappear in the eighth world of New Super Mario Bros. The Sledge Bros. of New Super Mario Bros. can be defeated by jumping on them, hitting them with a fireball as Fire Mario or by touching them when Mario is empowered by a Starman. Like the Fire Bros., they only appear in World 8-7. Unlike in Super Mario Bros. 3, they don't always cause earthquakes with their every jump; this only happens when they ground pound, which can also destroy brick blocks. This is needed to obtain a Star Coin.
New Super Mario Bros. Wii
Sledge Bros. reappear in the game New Super Mario Bros. Wii as rare enemies, along with Hammer Bros. They are first encountered in World 6, where a pair of Sledge Bros. guard the exit of the cave in the world's second level. They also appear in World 7 in Ludwig's castle. Like in New Super Mario Bros., their jump and ground pound moves are separate, although they are no longer seen breaking stone blocks. The strategy guide still misnames them Sumo Bros.
Sledge Bros., along with the Fire Bros. again, outnumbered the once common Hammer Bros., in this game, the former being in two levels while the latter only appears in one.
If a Sledge Bro is frozen by an Iceball the player must Ground Pound it to defeat it, as it is too heavy to pick up. When frozen, Sledge Bros. will always be standing, even if they were frozen when ground pounding.
New Super Mario Bros. 2
Sledge Bros. reappear in New Super Mario Bros. 2, acting just like they did in past games. However, only one exists in the main game, appearing in World 2-2. They also appear as common enemies in the third course of the Coin Challenge Pack A in Coin Rush. Several later appear in the first course for the Mystery Adventures Pack. While the effects of a Gold Ring are active, Sledge Bros. are unaffected physically, but still give coins when defeated.
New Super Mario Bros. U
Sledge Bros. make a return in New Super Mario Bros. U, appearing only in the level, Ludwig's Clockwork Castle, which is found at Meringue Clouds. They work like they have in the previous games. Only three are seen in the game. As the actual Sumo Bros. appear in this game, they are not to be mistaken for the other.
The Adventures of Super Mario Bros. 3
Sledge Brothers make several appearances in The Adventures of Super Mario Bros. 3, where they are among the elite of King Koopa and the Koopalings' military forces. They are generally portrayed as fairly tough soldiers, and manage to pose as major enemies to Mario, Luigi, Princess Toadstool and Toad in many episodes. Much like in the game, Sledge Brothers are able to cause tremors by jumping. One exception is in the episode Never Koop a Koopa, when Princess Toadstool dupes a Sledge Brother into breaking down the door to the dungeon holding the Mario Bros.
Nintendo Adventure Books
A team of six Sledge Brothers, called the Hammers, appear as competitors in the International Mushroom Games in Leaping Lizards. The only one of them to have his named mentioned, Angus Boomer, appears to be their leader. They compete in all the events except the Super Triple Jump, since their stubby legs are only good for leaping vertically, not horizontally.
A pair of Sledge Brothers appear in Koopa Capers as members of Wendy O. Koopa's secret rebellion. When Luigi discovers the rebellion's camp in the Magma Pits, Wendy orders the Sledge Brothers to throw him into a boiling pool of water, but if Luigi whistles the correct tune, he makes them drowsy, and tricks one into leaving by asking for a pencil to leave a note for Mario as his last request. Luigi distracts the remaining Sledge Brother by pointing out how poorly a group of Koopa Troopas are doing a marching formation, and defeats him and his returning brother by knocking out some of the Koopa Troopas and kicking their shells at the two burly soldiers.
In Yoshi's Safari, Sledge Bros. appear as mini-bosses who attack Mario and Yoshi by throwing sledge hammers at them; a Sledge Bro can also immobilize Mario and Yoshi by stomping the ground. A Sledge Bro must be hit multiple times with Mario's Super Scope to defeat it in Yoshi's Safari. To avoid being hit, Mario can shoot the sledge hammers that the Sledge Bro throws, destroying them.
Mario Kart Wii
Mario Party 10
Sledge Bros. make their Mario Party debut in Mario Party 10, where a giant Sledge Bro appears as a boss, called Mega Sledge Bro. Its minigame, Sledge Bro's Card Chaos, involves cards and Bullet Bills. The players must remember the number of Bullet Bills on the cards, because the Sledge Bro hides them after a moment. After that, the players have to choose a card to launch a bullet on the Sledge Bro. The number of bullets is from one to three. Some cards can have hammers on them. The Sledge Bro will throw an hammer on the player who choose one of these cards. 
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