I'm sure Mario didn't save The Mushroom Kingdom a million times either, maybe just a couple dozen times :)
At least once for every main Mario game (a game that isn't a spinoff), and then a couple of times in games that are spinoffs. He's saved the Kingdom in..
SMB
SMB3
SMW (he saved the Princess which in effect is saving the Kingdom..)
Super Mario RPG (yes, I'm counting the RPG's as main games)
Super Mario 64
Paper Mario
Mario & Luigi: Superstar Saga (saved the Mushroom Kingdom and neighboring Beanbean Kingdom from Bowser, and Cackletta)
Mario & Luigi: Partners in Time (Mario and Luigi save not only the present Mushroom Kingdom from aliens, but also the past [and in turn saving the future] Kingdom, with help from their baby counterparts)
Dr Mario (saving the Kingdom from a major outbreak of virus..)
Paper Mario: the Thousand Year Door (he wasn't just saving the Kingdom, but the World)
Mario Party 5 (saving everybody's dreams, which in effect was saving the Kingdom [from lack of sleep!])
Mario Party 6 (stopped the Sun and Moon from fighting, which in effect was saving the Kingdom [from Daylight Savings Time!])
Mario Party 7 (Stopping Bowser from ruining their party, which in effect was saving the Kingdom [from.. err.. too much party?])
Mario Party Advance (took all the Gaddgets back from Bowser so he couldn't use them on the citizens, thusly saving the Kingdom)
Super Mario Sunshine (again, saved the Princess which in effect is saving the Kingdom..)
EDIT: added M&L:PiT, and a description for the first M&L game.