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A list of the current canon games can be found at List of Canon Mario Games.

Section 1 – Publisher Rules

Rule 1 – Must be published by Nintendo

1.a – Video games published by Nintendo and set in the Mario Universe are canon, this includes Japan-only releases and US-only releases, though not web browser games. Licensing is not enough.
Examples: Super Mario Bros. 2 and Donkey Kong Circus are canon, Mario is Missing and Hotel Mario are not;
1.b – "Game-adjacent" media made by the developers of the game (not by third-parties) is also considered canon.
Examples: Game manuals, official websites, and Word of God are canon, Prima Guides are not;
1.c – If the publisher is unknown, then the canonicity is determined on if canon games reference it
Examples: Mario Kart Wii references Mario Kart Arcade GP;

Addendum A - The Mario Universe consists of the Mario franchise, Wario franchise, Yoshi franchise and DK franchise.

Section 2 – Crossover Rules

Rule 1 – Mario games that feature crossovers from other franchises

1.a – A game that features crossovers (characters from another franchise) is canon if it isn't considered a game for the franchise "crossing over" to Mario.
Examples: Mario Kart 8 Deluxe isn't considered a Zelda game; Mario Hoops 3-on-3 isn't considered a FF game;
1.b – However, if the crossover title can be considered a game for the other franchise, but doesn't in any way interact with the canon of that franchise, the game can still be considered canon to Mario.
Examples: Dance Dance Revolution: Mario Mix does not connect to any other DDR game, and so is considered canon to Mario;
1.c – If a game is presented in a way that places both franchises equally, then it is not canon to Mario.
Examples: Mario & Sonic at the Olympic Games holds Mario and Sonic to the same level; Super Smash Bros. holds multiple franchises to the same level neither are canon to Mario;

Rule 2 – Other games that feature crossovers from Mario

2.a – Similarly, a game that features Mario elements in it, but isn't generally considered to be a Mario game isn't canon.
Examples: Legend of Zelda: Link's Awakening isn't considered a Mario game; NBA Street V3 isn't considered a Mario game;

Addendum A - For the sake of simplicity, "Mario game", or "Mario franchise" includes other Mario-related franchises such as Donkey Kong, Wario and Yoshi.

Section 3 - Retcon Rules

Rule 1 – Newer remakes retcon older content

1.a – Newer remakes overrides previous titles and content, as if the original never happened. This includes changes such as: Characters, locations, story and names;
Examples: Super Mario All-Stars retcons the originals; Super Mario Advance series retcons Super Mario All-Stars; Mario & Luigi DX retcons the originals; Super Mario 64 DS retcons Super Mario 64;
1.b – Older content can still be considered canon if it doesn’t explicitly contradict with newer content.
Examples: The backstory in the original Manuals for Super Mario Bros. 3 and Super Mario World; levels based on Super Mario 3D World in Captain Toad: Treasure Tracker;
1.c – Simple ports of older games do not count as remakes, and therefore don't fall under 1.a, and don't count as canon over previous remakes.

Examples: Super Mario 64 DS still takes precedence over the Super Mario 64 port in the 3D All-Stars Collection;

Rule 2. – Revisiting locations aren’t retcons

2.a – Changes to old locations that are revisited in new games (that aren't remakes) are considered in-universe changes and not retcons.
Examples: Tracks revisited in Retro Cups in newer Mario Kart games or in Mario Kart Tour; The giant Kong head not present in newer versions of DK Island;
2.b – Newer changes that causes contradictions to older content due to technical limitations in hardware can be disregarded. The older appearance takes precedence over the newer content. (i.e. the Double Dash Exception)
Examples: GCN Mushroom Bridge lacking references to Mushroom City in Mario Kart DS;
2.c – Locations that are radically different from previous appearances to the point that they can’t be explained as in-universe changes, (that aren’t covered by Exception 2.b), can be considered retcons. The newer appearance takes precedence over the older appearance.
Examples: Super Mario Odyssey’s globe retcons older references to Mario’s planet as our Earth (e.g. Rainbow Roads); N64 Choco Mountain and DS Airship Fortress in Mario Kart Tour; Cheese Land in Mario Kart 8 Deluxe; New Donk City retcons older New York City references;

Addendum A - Whether a location revisited is the exact same location or simply around a general area should be decided on a case by case basis Examples: Star Hill seen in Super Mario RPG and in Partners in Time aren't the exact same location, while retro tracks is the Mario Kart series generally are.

Addendum B - A list of the current Mario Kart race tracks can be found here.