Super Mario

Panty & Stocking
In one of the stories on the bonus OVA, it features the little green dog type character in a Mario-like adventure.

Rosario to Vampire
Capu intermission

The World God Only Knows
The 2nd OVA (part 1 of 2 in the Tenri Arc) opens up with a parody of how you earn free lives using points bouncing a koopa shell against a wall.