We see in the Hollywood movie Super Mario Bros. that no-one seems to know Mario's full name or his background.
So I just want to know, who are his parents and where do they live? Are they still alive?
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The answers really depends on which canon you use.
(Disclaimer: I have never watched the Super Mario Bros. movie.)
We don't know if their parents exist in this canon.
Their parents do exist (see Yoshi's Island) but don't play a large role in the games.
The parents live together in a small cottage in the hills, probably near the Mushroom Kingdom. Not sure if they are still alive.
Their mother definitely exists and lives in New York somewhere, and is very much still alive. We don't know about their father.
The only story that has Mario's parents is Issun-bōshi. They live in a cottage near a river, and are probably still alive at the end of the story.
mario parents are probably jumpman and pauline they probabbly have the same name as they sons mario and pauline, whe can see that the pauline from donkey kong is not the same of the later games because of the color of their hair who is brown, even tought the original pauline hair was blonde, this can be disproved by some interview or romantic interest betwen mario(the modern) and pauline(the modern) if this appened and i don't am nowing,it means that my theory is wrong, so theres other explanation: mario and luigi parents are not revealed and probably will never be, because they live in the marios homeworld(an world similar to our world who mario lived before being transported to the mushrom kingdom) and this place probably will never be visited again. The only thing we now about them is that mario and luigi dont liked them to much or they are just dead because mario and luigi dont seem to miss them and not even mention them