Earth

The Earth is a planet far away from the Mushroom World and is the setting of Mario is Missing and Mario's Time Machine. In both of these games, Bowser steals important artifacts from Earth, causing chaos on the planet. As such, Mario or Luigi must retrieve these items to restore balance to the Earth.

The planet is orbited by one moon (which Mario has visited).

Origin Theories
Mario and Luigi are believed to have grown up in Brooklyn, a city on Earth. Sometime after Super Mario World 2: Yoshi's Island, Mario and Luigi were sent to Earth, possibly to avoid harm from Kamek or Bowser. On Earth, the brothers grew up, becoming plumbers and eventually stumbling into a Warp Pipe in the game Mario Bros. This warp pipe took Mario and Luigi back to the Mushroom Kingdom, where they have remained ever since.

Other Appearances
In the Super Mario Bros. Super Show, Mario and Luigi often try to find their way back to Brooklyn, usually via a warp pipe. In the end of these episodes, the Mario brothers decide to stay so they can protect Princess Peach and the Mushroom Kingdom. Additionally, the live action sequences take place in Brooklyn.