The Name
Jumpman (1981)
Mario (named for Nintendo's landlord, Mario Segali (who resembled the new hero), in 1982)
Mario Mario (given a last name for Super Mario Brothers: The Movie in 1992)
Mario (after the film flops, all references to it are erased from the Nintendo continuum in 1993)
The Great Gonzales (Mario takes on a stage name when he becomes a wrestling sensation at the Glitz Pit in Paper Mario: The Thousand-Year Door)

The Voice

Captain Lou Albano (1989-1990)
Walker Boone (1990-1991)
Bob Hoskins (1992)
Charles Martinet (1996-Present)

The Occupation

Originally a carpenter by trade, he became a plumber in 1984, but is also the hero of the Mushroom Kingdom, defeater of Bowser, and man of sports.

The Clothes

Red overalls, blue t-shirt, white gloves, brown shoes, and signature red hat with the letter M printed on the front.

The Legend

Starring roles appear in bold. Starring roles are playable appearances of Mario or appearances in which Mario is onscreen for the majority of the game.
Cameo appearances appear as plaintext. Cameos are nonplayable appearances or brief static appearances of Mario.
Cancelled appearances appear as strikeouts.
This list only includes official Nintendo programmed or licensed appearances of Mario on Nintendo consoles and arcade machines. This list excludes textual cameos (e.g. Mario's name appearing in Earthbound and Uniracers, etc.) and listed games locked away as hidden bonuses in other games (e.g. Super Mario Brothers in Animal Crossing, Donkey Kong in Donkey Kong 64, etc.).
Year of release listed in parenthesis.


References:
http://www.classicgaming.com/tmk/
http://www.GameFAQs.com
http://www.nintendo.com
Thanks to avalyn for some missing voice data.
Did I miss an appearance? Please let me know. TheBooBooKitty, jclast, and amib did.