If you prefer physical media, you can find the official Wii collections at retailers or second-hand shops:
In the pantheon of video game history, few compilations are as beloved as Super Mario All-Stars . Released originally for the Super Nintendo Entertainment System (SNES) in 1993, it bundled enhanced 16-bit remakes of the NES classics: Super Mario Bros., Super Mario Bros.: The Lost Levels, Super Mario Bros. 2, and Super Mario Bros. 3 . Later, a second iteration bundled the timeless Super Mario World into the same cartridge. Super Mario All Stars - Super Mario World Wii Wad
While the custom WAD combines all five games, the official retail releases for the Wii were more limited: Feature Super Mario All-Stars Limited Edition (2010) Nintendo Selects Re-release (2016) SMB 1, 2, 3, and The Lost Levels SMB 1, 2, 3, and The Lost Levels Super Mario World No (often criticized by fans as a "lazy" port) No Physical Extras Soundtrack CD & 32-page History Booklet None (Standard Wii case only) Super Mario All Stars : Video Games - Amazon.com If you prefer physical media, you can find
If you have a homebrewed Wii, installing this WAD is the single highest "bang-for-your-buck" modification you can make. 3 . Later