Bowser jr. came from Super Mario Sunshine. He wasn't one of the eight original Koopalings but he's a legit Koopa kid. He was probably born late.
Wario came from Super Mario Land 2. He was like an evil Mario. There was a big backstory about him and Mario being friends as kids from Nintendo Power back in the day. I can't remember any of it.
Waluigi is like opposite Luigi or something. I read somewhere that the "Wa" in Wario and Waluigi means evil or negative or something. My first time seeing Waluigi was in Mario Party or Mario Golf or something.
Dry Bowser is the result of New Super Mario Bros. Mario dumped Bowser in lava in the beginning of the game. It burned all of his skin off.
Baby Mario is Mario from Yoshi's island. He got separated from baby Luigi when the stork was delivering them to their parents. The baby versions of Mario and Luigi started working with adult versions of the Mushroom Kingdom characters in Mario Kart Double Dash. Later, in Superstar Saga 2 for the DS (I never played that one, though).
