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The Blue Falcon is Captain Falcon's signature vehicle in the F-Zero series. Due to being the most recognizable vehicle in the F-Zero series, it has received cameos and appearances in other non-F-Zero titles, including some Mario games.
Super Mario RPG: Legend of the Seven Stars
The Blue Falcon makes a small cameo in Super Mario RPG: Legend of the Seven Stars, in which a model of it appears alongside the Fire Stingray (Samurai Goroh's machine) and an Arwing in Hinopio's shop.
Super Smash Bros. series
In every Super Smash Bros. game to date (with the exception of Super Smash Bros. Melee, which lacks individual on-screen appearances), the Blue Falcon is featured in Captain Falcon's on-screen appearance. It drives up to the stage and ejects Captain Falcon just as the battle begins.
Super Smash Bros. Melee
In Super Smash Bros. Melee, the Blue Falcon appears on Mute City and Big Blue, featured as one of the vehicles in the race (regardless of whether Captain Falcon is in the battle or not). The machine also appears behind Captain Falcon on his Classic mode trophy.
Super Smash Bros. Brawl
In Super Smash Bros. Brawl, the Blue Falcon primarily appears as Captain Falcon's Final Smash. Captain Falcon calls the vehicle, and it drives past at high speed and hits anybody nearby as he jumps inside. The victims land on a track, where Captain Falcon speeds towards them and runs them over. When returning to the stage, the victims are automatically sent flying. This move is the only Final Smash to be a cinematic cutscene rather than take place on the battlefield. Because it is a Final Smash, the Blue Falcon has its own Trophy instead of sharing one with Captain Falcon. It also has a Sticker in the game.
The Blue Falcon is briefly featured in The Subspace Emissary. Here, Captain Olimar and a hoard of Pikmin are trying to defeat a giant R.O.B. when a red Pikmin points out that the Blue Falcon is speeding towards them. Captain Falcon ejects out of it and delivers a Falcon Punch to the R.O.B. to disable it.
The Blue Falcon also returns as Captain Falcon's battle entry after the animations were absent in the previous game. Aside from this, it appears on Big Blue once again, which has been recreated from Super Smash Bros. Melee. It also appears on the new stage Port Town Aero Dive, playing the same role as it does on Mute City.
Super Smash Bros. for Nintendo 3DS / Wii U
The Blue Falcon returns as Captain Falcon's Final Smash in Super Smash Bros. for Nintendo 3DS / Wii U, functioning the same as it does in Super Smash Bros. Brawl. It is also featured on the Mute City stage in Super Smash Bros. for Nintendo 3DS, in which it is one of the vehicles that can appear as a platform; on this stage, it is given its 16-bit appearance from the original F-Zero. The Blue Falcon also appears on the returning Port Town Aero Dive in Super Smash Bros. for Wii U.
Mario Kart series
Mario Kart Wii
In Mario Kart Wii, there is a vehicle called the Blue Falcon, and was available for lightweight characters. Baby Mario's Blue Falcon had the same color scheme as the real Blue Falcon.
Mario Kart 8
The Blue Falcon is a downloadable kart body in the first DLC add-on pack for Mario Kart 8. It boosts speed and acceleration, but has below average weight and traction. Its hidden stats are still unknown.
Super Smash Bros. Brawl
Super Smash Bros. for Nintendo 3DS
Super Smash Bros. for Wii U