Antarctica is a continent on Earth, and is the only continent not ruled by a country. Many Penguins populate Antarctica.
Antarctica appeared in an episode of The Adventures of Super Mario Bros. 3, "7 Continents for 7 Koopas". When Bowser tried to conquer the entire Real World, he put Big Mouth Koopa Jr. under control of Antarctica. Bigmouth used his Magic Wand to create and Abominable Snowkoopa to terrorize the local Penguins. Luigi later restored peace to the continent.
In Mario is Missing!, Bowser and several of his children travel to Antarctica a build a fortress there. It was Bowser's plan to steal and sell various artifacts and sell to buy hair dryers from Hafta Havit Mail-Order, which he was going to use to melt Antarctica, flooding the Earth.