O criador de Mario, Shigeru Miyamoto, respondeu isso em uma entrevista com GameInformer um tempo atrás.
Para ele, Mario e Luigi não têm sobrenomes, mas na versão cinematográfica, Mario e Luigi têm o sobrenome de "Mario".
“This is an old story, but Hollywood did a film version of the Mario Bros. many years back. There was a scene in the script where they needed a last name for the characters. Somebody suggested that, because they were the Mario Bros., their last name should be Mario. So, they made him “Mario Mario.” I heard this and laughed rather loudly. Of course, this was ultimately included in the film. Based on the film, that’s [how] their names ended up. But, just like Mickey Mouse doesn’t really have a last name, Mario is really just Mario and Luigi is really just Luigi.”
Em 2015, Miyamoto confirmou que o sobrenome dos irmãos é oficialmente "Mario", mas não consegui encontrar uma fonte traduzida confiável. A maioria das fontes de notícias cita este artigo sobre a coletiva de imprensa ; esta é a tradução cortesia do ixrec.
任天堂公式の名称は「マリオ・マリオ」と判明!
The official Nintendo name for him has been confirmed to be "Mario Mario"!
宮本氏はステージにあがり、「マリオ・マリオが本名」と発言したのである!
Mr Miyamoto came up on stage and stated that "Mario Mario is his real name"!
(note que isso pode ser uma paráfrase em vez das palavras exatas de Miyamoto)