I don't really remember which episode was my favorite, but one that springs to mind is the one where Mario and Luigi were in Cramalot (a Camelot spoof). There was a really funny part involving Luigi crossing a moat full of Trouters to a castle.

I Crawl and 1000
My site - Flying Omelette's Kitchen
My ezboard - Flying Omelette's Kitchen
MIDI of the Moment - Arcana - Second Armageddon
"And the three men I admire most
The Father, Son, and the Holy Ghost
Caught the last train for the coast
The day the music died" - Don McLean