We couldn't believe it either, but Mario isn't actually a real person. We've just about recovered enough to accept that he is in fact voiced by American Charles Martinet. Nintendo blog WiiWii recently caught up with him during his publicity drive for Super Mario Galaxy and Mario & Sonic at the Olympics and grilled him about how he got the part, the job in general and his upcoming projects.
It's a nice little watch, particularly learning that Martinet based his voice for Mario on a character from Shakespeare's Taming of the Shrew. Bizarre.