I've noticed quite a few wierd occurances in some of the Mario games, subliminal messages, it would seem. Many seem like harmless coincidences, while others are almost certainly deliberate. Let's see...
Wario Ware: Touched! - Go into the "Ashley's Theme Song" track in the music box thingy. Play it at twice the speed. Notice anything? It seems as if, halfway through, she says either "I grab the kids to kill" or "I grant the kids to Hell". I first noticed this eerie phenomenon at my friend Andy's house.
Luigi's Mansion - I haven't noticed this, but some people say that if you take the Luigi's Mansion theme song and play it backwards at a certain speed, you'll hear "gravy gravy gravy" or something similar. Even wierder (if it's true).
Super Mario 64 - If you swim near the statue in Boo's Haunt, you can see a blurry texture that appears to say "L is real 2041" or a few other things.
Super Smash Bros. Melee - If you rotate Daisy's head just the right way, you'll notice...she has a third eye!