North America
North America is a continent located on Earth. Countries such as the United States, Canada and Mexico are located there.
North America was featured 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 Hip Koopa under control of North America. Hip used his Magic Wand to take over all of the TV networks, causing them to broadcast nothing but a Koopathon of himself, and refused to go off the air unless everyone in North America gave him all of their money. Luigi later put a stop to this tomfoolery.
Because the United States is located within North America, all the live-action segments of The Super Mario Bros. Super Show!, which are set in Brooklyn, technically take place there, as well as a few animated episodes, and part of the movie. Additionally, several other episodes of The Adventures of Super Mario Bros. 3 take place within the United States, and therefore take place within North America as well.