Super Mario Land.
It's in the Greatest hits Nintendo comic system book. That's the first issue actually, there's another one (that I know of, there's most likely more) about a girl in an airplane that gets hijacked.
Call me crazy, but I think she was actually in a spaceship. I remember that she wasn't very good at video games and had to get help from her older sister in order to bring Mario into the real world. I distinctly remember a panel where Tatanga puts Mario in a space suit and casts him off into the blackness of space.
I also remember a series of Punch Out! comics. There was one storyline where Little Mac had to fight his way through the streets to earn a golden boxing glove. And another concerned his battle against Super Macho Man.
I used to have a hardcover book of Nintendo comics stories that included the teens fighting Mario villains in the mall, the disgruntled store employee unleashing Mario villains in our world, and the Punch Out! comics I mentioned, There may have been some Zelda comics too. I really wish I still had this book.