The movie, cartoons and western licensed games are a different canon.
In games, Mario never was from Brooklyn. Miyamoto said that was the inspiration, but the city or his nationality is never mentioned in any game.
Mario was born in the Mushroom Kingdom, as show in Yoshi's Island. He went to work in the Metro Kingdom and after the DK incident went back to the Mushroom Kingdom.
DK Land has a city stage heavily implied to be the same city from DK arcade.
New Donk City has a festival about DK arcade, that tells the story of the city beginnings. The graffiti of the city also alludes to this. So the city was founded as part of the Metro Kingdom after DK kidnapped Pauline.
I rest my case.