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While the Mushroom World originally seemed to exclude the Mushroom Kingdom, later uses of the term apparently count Princess Peach's sovereignty as well. In Yoshi's Safari, it is stated during the ending that Mario and Yoshi departed from Jewelry Land to return to the Mushroom World, where the princess awaits them. Furthermore, "Mushroom World" is sometimes used to refer to the Mushroom Kingdom in Paper Mario; the kingdom went under that name in the original Japanese script, but the English localization substituted most instances with the more common Mushroom Kingdom to fit the context. Similarly, the Japanese version of the SNES manual of Super Mario World uses "Mushroom World" to refer to Mario, Luigi and Peach's homeland, in a direct reference to Super Mario Bros. 3, however this was changed to "Mushroom Kingdom" in the official English localization.
Super Mario Bros. 3
In Super Mario Bros. 3, the Mushroom World was divided into eight lands, seven of them with individual kings that were usurped by the seven Koopalings, and the eighth land, Dark Land, being Bowser's home domain and the location of his castle. The Warp Zone is considered World 9 in the game, but it is not confirmed to be an official part of the Mushroom World. Likewise, it is unknown where the Super Mario Advance 4-exclusive World-e is located.
The Super Mario Bros. Super Show!
On the back of The Super Mario Bros. Super Show! Volume 1 DVD, it is mentioned that Mario and Luigi had been transported into the Mushroom World from Brooklyn. However, as shown on other home video release boxes, this was mistaken for the Mushroom Kingdom, which is also alternatively referred to as "Mushroomland" in the cartoon itself and related comic series.
Names in other languages