Ha, I have a few:
Super Mario Galaxy 2:
- In Shiverburn Galaxy, when getting 2 of it's 3 main stars, in the background are odd figures staring at you from a distance. You can never get close to them, as they are a part of the backgrounds texture. When someone hacked into the game and looked at those files, the background was called "Beyond Hell Valley" with the creatures being called "Hell Valley Trees".
Super Mario 3D Land:
- If you look in the Binoculars in World 1-3 for long enough, you'll see a spaceship warp in and out of the sky for a few seconds that looks like a spaceship from the original Super Mario Land. It may also be a shout out to Super Mario Galaxy/Galaxy 2.
- In world 4-4, before touching the flag, if you stand along the gate, an odd figure will appear from the trees. It looks like a Mii, or maybe Slenderman, but it's faint, and you need to look hard to see it.