Super Mario World: Mario to Yoshi no Bouken Land is an interactive anime video based on the game Super Mario World. It is designed for use with Bandai's Terebikko system, which utilizes a telephone-shaped microphone to "interact" with the video. It asks the viewer multiple choice questions, such as what will hatch from Yoshi's egg.

Source: Mario Wiki

AniDB | MAL

Alternative setting: Amada Anime Series: Super Mario Brothers