I'm pretty sure Mario being from Brooklyn is canon, or at least, was.
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One of its first mentions in a game is in Mario's Time Machine, in which upon being asked if he was from Italy (due to his accent) by an imperial ruler in China, Mario says that he is from Brooklyn, New York. Of course, granted the time period, the feudal lord did not know what Brooklyn was.
According to early media such as the instruction booklets for the SNES version of SimCity[1] and console conversions of Mario is Missing![2], the Super Mario 64 Shogakukan[3] and Nintendo Power[4] guides, as well as the DIC cartoon shows and Nintendo Comics System, the Mario Brothers are from Brooklyn."
https://www.mariowiki.com/Brooklyn
But, I don't know of any other franchise creator who cares less about canon than Miyamoto.