It's exactly as Sapphira said.
In Japan, he was always called Bowser, and never specifically called King Koopa without Bowser in there.
For whatever reason, they decided to go with just Koopa until Mario World. It took even longer for Peach to come about, in Mario 64. So, meh, just read Sapphira's post again; it's all there.
EDIT: I shouldn't say "never," as I know someone will prove me wrong, but he was named Bowser in the earlier games, in Japan.
Edited by - Black Mage on 5/26/2003 12:47:22 PM