Mario is a baptized Catholic, like any good Italian-American blue collar greaseball. He says "Mama mia!" to explicitly avoid blaspheming Mary. His signature color is red, to represent the blood of Christ. He is a tradesman (plumber) as a nod to our savior's profession (carpenter). His nemesis, King Koopa, deliberately invokes Satanic motifs in appearance and style, associated with greed, excess, and hellfire while commanding an army of unholy minions.
He spread the word of the gospel to the godless Mushroom Kingdom, saving the Toadstools from their polytheistic heathenism. The Mushroom Kingdom, in its idealized form, represents the potential to be the Kingdom of Heaven in earthly form through faith and fidelity to the word of the Lord.
Despite these Christlike parallels and his status as a hero, Mario never forgets to give all glory to the Lord and Jesus Christ for his strengths and successes.