From the Super Mario Wiki
Bunkers (sometimes known as "Sand Traps") are a common obstacle found in the Mario Golf series, as well as Real World golf courses. Bunkers are found in almost every single course in the series, proving to be one of the most profound obstacles in all of the spin-off games.
Bunkers are divots filled with sand. They vary greatly in size; they can be a couple of yards wide to close to the length of the entire course. When a golf ball lands in a Bunker, it reacts much like Rough since it traps the ball. It takes great effort to get the ball out of the Bunker, and it can affect a playing score greatly.
When the ball goes into the bunker, the announcer says "Oh, too bad!" in the original game but nothing in the other games. Also, if the player scored Par or higher after their ball went into the Bunker during a Hole, this becomes a Sand Save, which is recorded in the Records.
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