From the Super Mario Wiki, the Mario encyclopedia
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Super Mario series
Super Mario Bros. / Super Mario Bros.: The Lost Levels
Axes first appear in Super Mario Bros., where they are found in the castle levels. The player can defeat Bowser or his duplicates by touching the axe, which cuts the support of the bridge Bowser is standing on and sends him falling into the lava below. If the player does not have a Fire Flower, using the Axe is the only way that the player can defeat Bowser. Axes return and work in the same way in Super Mario Bros.: The Lost Levels.
Super Mario Advance 4: Super Mario Bros. 3
New Super Mario Bros. U / New Super Luigi U / New Super Mario Bros. U Deluxe
In many of the New Super Mario Bros. games, a ! Switch or a skull switch is used in place of the axe at the end of castles featuring Bowser, and serves the same function. New Super Mario Bros. U, New Super Luigi U and the Nintendo Switch port New Super Mario Bros. U Deluxe all use the axe instead.
Super Mario Maker / Super Mario Maker for Nintendo 3DS / Super Mario Maker 2
The axe appears in Super Mario Maker and its its 3DS port, as well as the Nintendo Switch sequel, Super Mario Maker 2. It acts as the goal for Castle-style courses, functioning as it did in previous games; its appearance varies with the game style, though its appearance in the Super Mario Bros. style has been changed to make it taller and wider (to match up with its New Super Mario Bros. U appearance). The Super Mario 3D World style in Super Mario Maker 2 is the only one to not use the axe as the goal for the castle theme, instead using a slightly modified boss version of the Goal Pole from the original game.
Super Mario Run
Mario & Luigi: Superstar Saga / Mario & Luigi: Superstar Saga + Bowser's Minions
The axe makes a cameo in Mario & Luigi: Superstar Saga and its remake, where it is found at the end of a Super Mario Bros.-like section of Bowser's Castle alongside a cardboard duplicate of Bowser. The section can only be accessed by Mini-Mario, and touching the axe does the same thing as in previous appearances, "defeating" the cardboard duplicate and opening a path for Mario and Luigi to progress.
Mario Hoops 3-on-3
Super Smash Bros. Ultimate
Although the axe does not appear as an item in Super Smash Bros. Ultimate, it being key to defeating Bowser in the older games is given an indirect reference with one of Simon Belmont's screencaps, where he is seen about to use his Axe special attack on Bowser.
Names in other languages