The Moon is a celestial body that orbits a planet (based on Planet Earth's natural satellite). It has made several appearances in Mario games, either as decoration for a background or as a setting for a particular level.
Super Mario series
Super Mario Land 2: 6 Golden Coins
The moon, also smiling (although its expression could be changed based on completion of a secret level) and in a waxing crescent phase, appears as a playable area in Super Mario Land 2: 6 Golden Coins, in which it is one half of Space Zone (actually two thirds if one counts the aforementioned secret stage). It is populated by many Bomubomus, and this was the first time any character ever explored it; when on the moon (and anywhere in the Space Zone) Mario is wearing a spacesuit, and the Moon has more gravitational affect on Mario than the star where Tatanga was fought did.
Super Mario Galaxy
Super Mario Galaxy 2
In Super Mario Galaxy 2, six moons are shown. There are two green moons, a brown moon with holes through it, a small white moon, a small green moon and a small dark red moon. A similar body serves as a planet in Boo Moon Galaxy. There are no enemies on it, but if Mario stands on it, it will balance and possibly make Mario fall. Mario must collect the Star Chips on it to progress.
The Super Mario Bros. Super Show!
Mario Kart series
Mario Kart 7
Super Mario World 2: Yoshi's Island
A much smaller Moon also appears in World 5-8 of Super Mario World 2: Yoshi's Island and Yoshi's Island: Super Mario Advance 3; Raphael the Raven was combated on the Moon (Generic Ravens also used Moon-like planetoids as their native turf). This small Moon is given artwork in Tetris Attack (where it never actually appeared in-game) in a panorama featuring Raphael trotting it once more. After Baby Bowser is defeated and returns to his normal size, Kamek takes him and flies to the Moon for some unknown reason. This Moon also resembles a baseball due to its stitches. Super Mario World 2: Yoshi's Island's moon also appears in the background of the Yoshi's Island stage in Super Smash Bros. Brawl.
Yoshi's Woolly World
Paper Mario series
Paper Mario: The Thousand-Year Door
In Paper Mario: The Thousand-Year Door, Mario and co. have to go to the moon in order to obtain the Crystal Star, which is located in the X-Naut Fortress. The X-Naut Fortress itself was located on the Moon, as well. The only way Mario could get to the Moon was to fire himself out of the Giant Cannon in Fahr Outpost. Once landing on the Moon, Goombella will also mention how a Goomba landed on the Moon in '69, which is a reference to the Apollo 11 landing (the first manned landing on the Earth's moon) in 1969. The Moon in this game is shown to contain no land features other than craters and rocks.
The Moon is also consistently visible throughout Twilight Town - it is an apparently significant object to the villagers there, who believe it has the power to grant wishes. One of the Twilighters even foreshadows the fact that Princess Peach is being held captive on the moon; if Mario speaks to him after his name and body are stolen, he exclaims that someone living on the moon must have heard his wish to not be turned into a Pig before asking the plumber who he thinks lives there, to which there are two possible answers - 'little green men' or 'Princess Peach'.
On the Moon, with its low gravity, Mario and co. jump much higher than normal but also move more slowly, making it difficult to avoid enemies such as Moon Clefts. The Moon spans six areas, which loop unlike other areas in the game. Interestingly, when approaching the X-Naut Fortress from the foreground, a high-pitched sound can be heard.
The in-game map description reads, "The best place in the world for stargazing, but also a place pocked with craters large and small. In contrast to the world where Mario and his friends live, it's very difficult to traverse."
The Moon is later given an appearance in Luigi's Mansion, where it appears in the background of the Observatory. Luigi, in his quest to find Mario's Star and progress in the mansion, ends up blowing the Moon up with a Falling Star shot from his Poltergust 3000, which quite conveniently creates a path of debris leading to the Star he is looking for. Very oddly, after this, the Moon can still be seen from the outside rooms and manags to show up in other games. It is therefore likely that Luigi has destroyed a fake moon, especially since the Japanese name of the Observatory is the Room of Illusion.
Donkey Kong series
Donkey Kong Country Returns
The Moon also appears in each of the possible but similar endings for Donkey Kong Country Returns, depending on the characters remaining. After defeating Tiki Tong, the Kongs are blasted high in the sky and fall down to the moon. If only Donkey Kong defeats Tiki Tong, Donkey Kong uses his fist to punch the moon into the atmosphere and slam the Tiki statue in the Volcano. If Tiki Tong is defeated by Diddy Kong, Diddy attempts to escape the gravitational pull of the Moon to no avail and lands on his head. However, the force of the impact also results in Diddy unintentionally causes the moon to fall and slam into the Tiki statue. If Tiki Tong is defeated while both Kongs are active, Donkey Kong has Diddy Kong speed him toward the moon with his jetpack, accelerating Donkey Kong as he punches the moon, which causes it to fall onto the statue. After the moon crushes the Tiki statue, the volcano erupts the banana hoard, sending the moon back into its original position.
Names in other languages