From the Super Mario Wiki
The Presidential Palace, also called the Presidential Mansion, is the home of the President of Greece. It is one of the landmarks in Mario is Missing!, although it only appears in the DOS and Deluxe versions. It gets attacked by Koopa Troopas who steal one of the guards' Foustanellas, causing the building to be shut down. It is later reopened after Luigi takes it back and returns it through the palace's information booth while also proving that it is legitimate through some questions, which are as follows:
The soldiers who stand guard at the Presidential Palace are called the Evzones. The Evzones are a distinguished division of the Greek Military. These guards are known for their historical costumes. They were chosen for their high-visibility posts, in part, due to the foustanella they wear, which are based on the Greek national costume. The foustanella is made from 25 yards of white cotton folded into 400 tiny pleats and resembles a kilt.