From the Super Mario Wiki
Volcanic debris first appears in Bowser's Magma Mountain in Mario Party, where it is launched from a volcano when a player lands on a Happening Space. They change the Blue Spaces into Red Spaces for two turns.
Mario Kart series
Mario Kart: Super Circuit
Volcanic debris (under the name of Lava Boulders in this game) appears in Mario Kart: Super Circuit, where the volcanoes in the background of Lakeside Park launch it onto the track. The racers are burned if they run into it.
Mario Kart Wii
Mario Kart 8 / Mario Kart 8 Deluxe
Volcanic debris reappears in Mario Kart 8 and Mario Kart 8 Deluxe, where it returns in Grumble Volcano. It moves slower than in Mario Kart Wii when it is falling to the ground, and the flames are also smaller when they make impact with the ground.
Super Mario series
New Super Mario Bros.
Volcanic debris reappears in World 8-8 of New Super Mario Bros., which is a level with many Kab-ombs. These rocks destroy blocks and set off the fuses on Kab-ombs, and hurt Mario or Luigi if they touch one. They can be defeated with a Super Star.
New Super Mario Bros. Wii
The rocks later appear in New Super Mario Bros. Wii, and is mostly found in World 8-1 alongside hazardous ash, Buzzy Beetles and rising lava spouts. Larger debris also appears, and can plow through several blocks before landing, in addition to taking up more space. Some volcanic debris also appears at the beginning of World 8-2.
New Super Mario Bros. 2
Volcanic debris appears in New Super Mario Bros. 2, in which its role is the same as in its previous appearance. It is only found in World 6-1. Small volcanic debris drops one coin when it is destroyed by Gold Mario, while large volcanic debris drops three coins.
New Super Mario Bros. U / New Super Luigi U
Super Mario 3D World
Volcanic debris also appears in Super Mario 3D World, with an appearance similar to Bowser's Fireballs in New Super Mario Bros. U. In addition to falling from above, it now creates a lava puddle upon landing. It only appears in The Great Tower of Bowser Land, being expelled by a volcano in the background, and in Hisstocrat Returns and Boss Blitz, in which it is generated by the pink Hisstocrat.
Paper Mario series
Paper Mario: Sticker Star
In Paper Mario: Sticker Star, volcanic debris is only found in one level, Rugged Road. The molten rocks can still hurt Mario if he touches them, but now they can also harm him if he gets caught in the spot where they land for about one second. In addition, the rocks also home in on Mario.
Paper Mario: Color Splash
Volcanic debris appears in Paper Mario: Color Splash in the level Kiwano Temple. It appears at the end of the level, where it jumps out of the lava and hovers over the platform Mario and Huey are on. If Mario touches it, he will take 8 HP of damage.
Mario & Luigi: Dream Team
Donkey Kong Country: Tropical Freeze
In Donkey Kong Country: Tropical Freeze, volcanic debris makes an appearance in the level Mountain Mania, where after a statue of an owl gets split, volcanic debris starts erupting from the resulting fissure, destroying many of the following bridge segments.
Captain Toad: Treasure Tracker
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