From the Super Mario Wiki, the Mario encyclopedia
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The Adventures of Super Mario Bros. 3
In The Adventures of Super Mario Bros. 3 episode "7 Continents for 7 Koopas," when Bowser tries to conquer the entire Real World, he puts Kooky von Koopa in charge of Africa. Kooky uses his magic wand to turn all of Africa's animals (including a lion, giraffe, zebra, gorilla, and an African elephant) into stuffed animals. Luigi later steals Kooky's wand and turns the stuffed animals back to normal. The animals then proceed to chase Kooky.
Mario is Missing!
In Mario is Missing!, Luigi visits several cities in Africa on his quest to rescue Mario. The cities included vary depending on the version of the game.
Mario Kart series
While not appearing in gameplay, Africa, along with Earth's other continents, is featured on the online racing menus in the entries of the Mario Kart series that support online play, including Mario Kart DS, Mario Kart Wii, Mario Kart 7, and Mario Kart 8 along with its remake Mario Kart 8 Deluxe.
Mario's Time Machine
In the PC and SNES versions of Mario's Time Machine, Mario travels to Alexandria, Egypt in Africa, and in the NES version, he simply travels to Egypt.
Mario Party DS