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A weird thing has happen.  Characters that were supposed to figmants of Mario's imagination later appear to be real.  They include Shyguys, Pokey's, Bob-ombs, Sparks.  The list goes on how do supposedly fictional character turn out to be real.  Lets look at the the clues. 

Clue 1 - The origions:

You can clearly see 2 Shy Guy's in this Doki Doki Panic screenshot
The characters began in the Japanese game Doki Doki Panic.  This screen shot above shows that the characters actually appear in the game. 

In 1988 Nintendo took DDP and added Mario and the gang and the dream storyline calling it Super Mario Brothers 2. 

Clue 2 - The returns

In Super Mario Bros. 3, the SMB 2 character Bob-omb appeared in the game even though you thought they were part of Mario's Dreams.  Later Pokies, Sparks, and Ninjis appeared in SMW and Shyguys became a main enemy in the Yoshi games. 

How did they appear in real-life?  Are the enemies real?  Or are they still figmants of Mario's imagination?  Here is what you thought:

Well, Bowser was experimenting with a new machine he had created, which
looked exactly like the dream machine.  He used this machine to create
new baddies for his army.  He wanted to test their effectiveness in
a combat situation.  So he added a secondary function to his machine,
which allowed him to program dreams.  He made a dream for Mario and
sent his new troops into Mario's surrial battle field.  As Mario and
co. fought against these minions, Bowser looked on and chose which of his
new troops fought the best.  When the dream was over, Bowser recruited
his choice troops, including Bob-ombs, Shyguys, and Pokeys, leaving the
rest trapped inside Mario's head, including Wart, whom Bowser was considering
as a second in command for his armies until Warts'

- Erik Winzeler

Think about it...
Yoshi's Island and Yoshi's Story actually happened, right? There were Shy Guys there too, and Bob-Ombs, and all sorts. So they must be real then, and have been real for a very long time. I think that the SMB Super Show took place BEFORE SMB2, so if Mario met any enemies in the cartoon they also would have been in his memory ready for SMB2. Wart could have then used these memories to create 'solid' enemies in the dream. I can say this is almost the definite order of things as the TV show follows the heroes as they strive to find a way to get rid of Bowser. This follows on from SMB (or SMB2j) and not from SMB2.
Sounds complicated?
Sounds viable?
Almost definitely
And why have I put so much thought into it?
Because I'm mad.
- Mark Kelly

Well, Yoshi's Island appears before Super Mario Bros. 2 in the timeline. And some of the SMB2 enemies are in Yoshi's Island as well. I guessing they were from Mario's memory.
- The West Virginian

I think Mario is on some kind of durg,and I think Shy Guys are goombas but Mario dosn't see that,nither dose Yoshi ..and the Bom-bombs are really evil Jinjos,(Form Banjo-Kazooie,whos codenames are "Telitubies"}that get p***ed off and blow-up,like a little b****s.
- Mike something something

I think The ShyGuys Bob Ombs and Other Characters are actually real Since Mario and his Friends entered Dreamland in reality.
- Roger North

Hmmm.... I think when Mario left, someone got a hold of the Dream Machine and figured out how to send them to the outside world. The only one I could think of is the Nightmare from Kirby.
- Sleep Kirby

My theory is that Mario can unconsiously predict the future in his dreams. He dreamed of an evil repitle (Wart) creating new, deadly monsters (shyguys etc.) that were sent out to dystroy him. Then, when he awoke and SMB3 began, Bowser (a repitle) also beagn producing strange, new creatures sent out to dystroy him, one of which was Bom-omb, who Mario remembered from his dream. As the games went on Bowser began creating more "new" enemies (pokey, spark, ninji) to thwart Mario, but since Mario already had expirence fighting these characters in his dream, he was well prepared. 
- JJ McCullough

My theory about the whole Doki Doki Panic thing is that the enemies are BOTH real AND part of Mario's nightmare.  You see, I think that that cave was a doorway between the real world and the dream world.  I also think that the Doki Doki Panic book that the kids were pulled into was also a doorway into the dream world.  This dream world was originally inhabited by friendly dream
fairies who guide people through their dreams, but it was eventually found and invaded by a tyrannical frog named Wart, who had a gang of monsters he had gathered in the real world.  Wart eventually recovered and attacked the Sub-Cons again after he was defeated in the "kids sucked into a book" storyline of Doki Doki Panic.  However, Mario and his friends all had a simultaneous dream about falling into Sub-Con, where they beat Wart for the last time, and the Sub-Cons
were safe forever.  The monster gang, however, was kicked out of the dream world and had to find other armies to battle with,! and hence, they ended up in other games.
- Ryan Ferneau

the world of sub-con was a dream world, and appeared not only in mario's imagination. it was also in toad's mind, luigi's mind, and peach's mind. therefore, if the way to sub-con is just
for mario&friends to go to sleep/go in the door, the shyguys/bob-ombs/pokeys, ect. could do the 
same thing. and if they appear diferently in dream world it's because they only look like what they imagine themselfs looking like. 
- Zack

sometimes, dreams can be based on reality. i believe that mario is just not a very creative dreamer.
- Gau

Mario, as we all know, is a well-traveled plumber.  His experiences in another land may have influenced him and his subconscious.  What you are implying is this: the SMB games occur in the order of production.  Not necessarily true. All the Zelda games are mixed in order.  It could be that Mario actually experienced SMB 3 and any games thereafter before he had his dream (SMB 2). 
Just a thought.
- Josh Groft

perhaps the dreamworld that wart invaded really exists but wart sent mario a dream of the world to make him think the world didn't exist and confuse him. as far as bowser is concerned,he probably knows wart and borrowed  some of his minions ( most likely without permission ).
- ice

I think Super Mario Bros. 2 is not a dream.
The only part that is a dream is the beginning. That is the reason the Shy Guys and Bobombs and other SMB2 characters appear later.
Or maybe (gasp) the whole entire Mario series is a dream and Mario is just a plumber! 
- Thomas Holmes

It's not strange that these characters appear in these games. Often we, as I'm sure you have, incorporate things in our dreams that we recall from our real life experiences,
and plumbers from Brooklyn are no exception. My hypothesis is that Mario, having seen all these characters before, simply stored them in his psyche and then recalled them in a new, unfamiliar "dream" world. 
- Jason

I think that some of the characters from Marios dream he already knew about.  So then they were real the entire time
- Bluehair

Somehow, before you defeat Wart in SMB2,he tells Bowser about them,and Bowser decides to make them in SMB3,SMW,and SM64. 
- John Estey

they are real.I believe 
- Alex

I think that Wart used a hidden machine to make Mario's enemies real, but Yoshi saw him and was about to stop him, but Wart hypnotized Yoshi and trapped him in an egg and made Yoshi think that Bowser did it. So came Super Mario World. Wart did the same thing to all the people in the Mushroom Kingdom, just to be sure. He even hypnotized Bowser.

Okay, half of this (actually, 3/4) didn't have anything to do with the Unsolved Mystery. But I'm a real sucker for hypnosis, and I couldn't pass up this one.
- Mind Candy

Mario may have dreamed up the characters (Maybe the creators were dreaming), but when he woke up, he made the mistake of telling his friends about the dream. King Koopa was eavesdropping nearby, and took the information home. With it, he was able to slowly create those same enemies for release. Bob-Omb ws easiest to create, and most effective, so he finished them first. He even made last-minute adjustments to his Darkland war vehicles to change some cannons over to Bob-Omb cannons. Pokey was next. How hard could it be to make a walking cactus. He couldn't make it move fast, though. Ninji was a mistake, so he confined it to his Neon Castle. Ninji is actually just a Goomba trained in the martial arts. (in SMW) Shyguys came along through some work from Magikoopa. So did Snifit. (you forgot them from SMRPG) Spark was too dangerous, so he settled for te Fuzzies (from SMW, as in the Yoshi area on Cheese Bridge Area, or on Chocolate Island 3, Donut Plains 3, or Way Cool. !
That's how all the SMB2 foes appeared.
- John R. Jones II

Okay now it is my turn:

I think that Wart is actually Prince Froggy from Yoshi's Island grown up. Shy Guys and company lived on Yoshi's Island, they brought them to sub-con.
- Sean Kelly

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