The WH mod and a Mario mod are two fundamentally different things... Civ3 is a turn-based strategy game... there are different sides: armies, countries, alliances... WH mods, Warcraft mods, Starcraft mods... these things make sense as they too involve these same elements.
Mario is just one guy running around trying to save the day. Nothing wrong with Mario. I love Mario... but what good would this mod really be? If you want to play as Mario running around on the map, you might as well just play a Mario game.
Even Zelda has some more merit because in the lore, there is discussion of wars involving armies, and there are different races interacting with one another. But any Zelda mod runs into the age-old continuity contreversy...
But ultimately, most suggestions like this fizzle out completely... why? Because it requires graphics. Graphics that have to be made by artists and unit makers who are already stretched to the breaking point trying to produce more widely-applicable units.