Endless Things (enemies, hammers, etc) and Where They are Stored
This is a theory I've had for years, that I affectionately call the Subspace Theory. This is where all endless items are stored (Spiny eggs, hammers, Koopa Shells, etc) until they are needed. This is how an enemy (such as Lakitu and the Hammer Bros) are able to seemingly have endless ammo: they just reach into their bags/back pockets and pull out the item.
I'm not talking about the Subspace from SMB2 (though I imagine that's similar to what it looks like) or from Brawl. It's more similar to the one mentioned in Scott Pilgrim, and could also be applied to anime and other media (Where do anime girls keep those giant hammers they are known to conk people with!?)