From the Super Mario Wiki
The National Palace (know in Spanish as Palacio Nacional Capitalino) in Mexico City is the seat of the federal executive in Mexico. It is also well-known for having the wall painting "The Epic of the Mexican People", "probably [Mexican artist] Diego Rivera's best-known painting," according to a tourist in the city. This Diego Rivera Mural was once stolen by Koopa Troopas during the events of Mario is Missing!. If Luigi managed to find and return it to the National Palace, he was rewarded a prize of 1,800 dollars.
Pamphlet information from Mario is Missing!
The explorer Cortez convinced Mexico to build the National Palace. Inside is a painting by Diego Rivera, one of Mexico's most famous artists. He is especially well-known for his political murals, in particular for the 1200-square-foot painting "The Epic of the Mexican People" in Mexico City's National Palace. The wall painting took the artist, and his 16 full-time assistants, 16 years to complete. The painting depicts Mexico's exciting political history.