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In Super Mario 64, it is possible to be blown off the bridge in Snowman's Land in such a way that Mario's hat lands under the star in the ice structure. This will make the hat irretrievable without restarting the game as Mario will always touch the star before putting it back on.
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In Super Mario 64, if Mario lands precisely on the edge of the floating island in Cool, Cool Mountain, he will teleport down to the level's death barrier. As Mario is immune to death while in his "recovering from snow" animation, he will first finish it before instantly dying.
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In Super Mario Bros. 3, whenever Mario jumps while under the effect of a Star, he somersaults instead. If the Star runs out while he is climbing a vine, he will continue somersaulting indefinitely as long as he is touching the vine.
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