From the Super Mario Wiki, the Mario encyclopedia
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Guernica is an item in Mario is Missing!'s DOS and Deluxe versions. It is a painting by Pablo Picasso that was created after the bombing of Guernica in the 1940s by Nazi Germany. It is stolen from its exhibit in the Prado Museum (in reality, it was moved in 1992 to the Museo Nacional Centro de Arte Reina Sofía) after it gets stolen by some Koopa Troopas that invade Madrid. It is later taken by Luigi, who does not recognize it, and thus shows it to various people within the city. They tell him where it was stolen from alongside other miscellaneous facts, such as how it was painted in 1937. Luigi is able to gather enough information that he can return it to the museum's information booth and successfully prove that it is the genuine painting; he receives $1800 for his efforts, with an additional $3600 if Guernica is returned first.