History
Super Mario series
Super Mario World
Warp doors are used in Super Mario World, mostly in castles to transport him to a different room. The most Warp doors have appeared in Bowser's Castle.
Super Mario 64
In Super Mario 64, Warp Doors (or just doors) have appeared in Peach's Castle to transport Mario to a Painting that leads to a level.
New Super Mario Bros. series
Doors have appeared at the end of every Castle, or Tower level that leads to the Boss of that area.
Wario: Master of Disguise
Warp Doors have appeared in Wario: Master of Disguise. When Wario transforms into Arty Wario, he can draw a Warp Door. In order for it to appear, Wario must draw a large square with a line going through it, making the door appear. On top of the Warp Door is a pumpkin-like statue that is shown to be alive. The Warp Door takes Wario to the last save area he saved in.