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In Japan Super Mario World is Super Mario Bros 4. Our Super Mario World 2 is not really a main Mario game at all but a spinoff. It´s called Yoshi´s Island in Japan and they should know right? Yoshi´s Island was the start of a series of it´s own and one of many Mario spin-offs including Paper Mario, Mario RPG, Mario Party. I have no idea why Nintendo choose to call it Super Mario World 2 outside of Japan except that it probably was good for it´s sales.

New Super Mario Bros can be seen as Super Mario Bros 5 and that would make NSMBW nr 6. If one rather likes it the main Mario series can be said to have started with a rebirth with NSMB and that would make the wiigame NSMB2. So New Super Mario Bros Wii is Super Mario Bros 6 and/or New Super Mario Bros 2.