In Super Mario 64 Edit
Mario receives a letter at the very beginning of the game from Princess Peach who wants Mario to come to her castle for some cake. He also finds a letter from her in the room containing the Princess's Secret Slide painting in which Peach comments on how she is tired of all the chaos the Kingdom is going through.
In Super Mario Galaxy and Super Mario Galaxy 2 Edit
In the first game, Luigi also sends Mario letters whenever he has become stuck in a certain galaxy. The second game includes letters from many more characters in the game including the Chimp, Gearmos, and Jibberjays. They often want to challenge Mario or offer him encouragement.
In Super Mario 3D Land Edit
After completing each world, Mario gets a letter from Peach, learning about her situation at where she is being held captive. The first letter he receives shows Bowser kidnapping Peach while later letters display her attempting to escape. One even shows her running away from a horde of enemies including both Boom Boom and Bowser!