Deep Cheep

Deep-Cheeps are a special variety of Cheep-Cheeps that are found in New Super Mario Bros. and New Super Mario Bros. Wii. They act and appear to be regular Cheep-Cheeps, except for the fact that these creatures are green and will actively hunt Mario or Luigi down in the underwater levels by chasing them depending on the direction they swim. Deep-Cheeps will only give up the pursuit if Mario or Luigi swim a good length away from them.

New Super Mario Bros
In this game, Deep Cheeps and their larger variant only appear in World 6. They hunt Mario down unless he swims away.

New Super Mario Bros. Wii
In this game, they are slightly more common. One appears in world 1-4 along with a Mega Deep-Cheep. If Mario and co. keep staying in the area, another pair will appear. They also appear in the second part of world 8-4.

Mario Party 9
A Deep-Cheep can be seen swimming around Blooper Beach. In jumps out of the water at various intervals and may even jump over the player's vehicle. It just appears as background decoration and has no effect on gameplay.

Trivia

 * Deep-Cheeps have the same color scheme as the Mr. Kipper enemy in Super Mario RPG: Legend of the Seven Stars.