Unwinnable state

An unwinnable scenario (also called a  softlock) is when a level or a whole game is still technically playable but is impossible to complete, either because a technique or an object needed to progress has become inaccessible to the player, the player character is trapped with no means of escape or a script fails to trigger. Unwinnable situations can be the result of a glitch, players going out of their way to trap themselves or be intentional on the part of the game designers, although due to the Mario franchise's accessible, player-friendly design, instances of intentional unwinnable scenarios are non-existent.

Note that this does not include scripted boss battles the player has to lose in Mario RPGs such as Paper Mario  and Mario & Luigi: Partners in Time  even if they are literally "unwinnable."

Super Mario Bros.
The Minus World in most versions of the game (the Family Computer Disk System version excepted) is impossible to complete due to the pipe at the end of the level being glitched and taking the player back to the start.

Super Mario Bros. 2
If the player digs up all the sand at the left side of the splitting path in World 2-2, they will be unable to jump out.

Super Mario Sunshine
If the Pokey Heads in the Red Coin Field fall off the stage, the player will not be able to collect the Red Coin from defeating them and will have to restart the level.

Super Mario Bros. Special
Due to oversights or glitches, there are two examples of unwinnable situations, both in World 4. In World 4-2, a certain pipe lacks an assigned destination, meaning that if it is entered, Mario will never exit, and thus be trapped until the timer runs out. Similarly, in World 4-3, a Coin Heaven area's pipe cannot be entered, trapping Mario in that area until the timer runs out.

Paper Mario: Color Splash
The Kamek curses battles may result in situations that make the battle impossible to win (for example, forcing the player to only use Hammer cards against a flying enemy). The only solution is to exit the game (as the Kamek curse battles disable the Flee command) or waste one’s entire supply of cards.

Impossible 100% Completion
A less severe variation is when a game can still be fully completed but denies the player 100% completion of their save file in some ways. Unlike true unwinnable scenarios, examples of intentional impossible 100% completion are more common in the Mario franchise.

Donkey Kong 64
The five Banana Medals that appear in Hideout Helm do not respawn if the player leaves the area without collecting them, making 101% completion impossible.

New Super Mario Bros. Wii
If the player loses eight lives in a course from one of the first eight worlds before completing it, a Super Guide Block appears when the player re-enters that course, permanently preventing the player from ever having shiny stars on their save file. The only way to earn shiny stars is to never see a Super Guide Block in the first place.

Super Mario 3D Land
Similar to New Super Mario Bros. Wii, if the player loses five lives when attempting a course from one of the first eight worlds, an Assist Block will appear on re-entry, permanently preventing the player from ever having shiny stars on their save file.

In all subsequent Mario platformers, making the Super Guide Block or Assist Block appear will not void the player's chance to get shiny stars on their save file; any player who uses the Super Guide or Invincibility Leaf can get shiny stars by completing the same level without using it.