Wind

In the Mario (series), Wind appears in a few games. It is an obstacle in games. While wind can not hurt the player, it can blow them into an enemy or into a abyss.

Super Mario Bros. The Lost Levels
In Super Mario Bros. The Lost Levels, Wind appears for the first time. While it is dangerous at times, it is needed to clear some levels. Some gaps are so big that springs are needed along with the wind to traverss the gap.

Super Mario 64
In some ice levels of Super Mario 64 and its DS remake there will be a big gust of icy wind that will carry the player over a gap. There are also wind gusts that can push them off the edge. The wind also appears in Tiny-Huge Island, Rainbow Ride, and Tall, Tall Mountain.

New Super Mario Bros. Wii
Wind reappears in New Super Mario Bros. Wii. Like in the Lost Levels it is needed to reach certain parts of the level. It only appears in level 2-4 and it blows coins with it. The wind also stops enemies in their tracks.

Trivia

 * Strangely, in New Super Mario Bros. Wii when the wind is about to come, the enemies all turn towards the wind.