The climax of "Do The Koopa", where Mario resists Koopa's mind control music by plugging his ears, then tackles him, starting a war for the Doom Dancer that culminates in it falling over the side of the ship and landing on an unfortunate Goomba.
Their infiltration of Dark Land was cool too, with all four heroes getting raccoon tails.
The scenes in "Mind Your Mummy Mommy, Mario" where Luigi rigs up a steam-powered hot air balloon to invade Koopa's tower and get back Prince Mushroomkhamun's mummy case; it makes it even after running into a twister from Desert Land.
Once they get inside, Luigi then rigs the sarcophagus up for use as a sled when everyone's trapped in Koopa's tower. This is followed by a segment using the instrumental for "Mega Move" as they chase Koopa and his kids down the stairs, defeat Paragoombas with raccoon tails, vault over Chain Chomps, and escape by bouncing down the parapets and surfing onto water safely.
"Seven Continents for Seven Koopas" has Toadstool escaping captivity on her own and unclogging the pipe that was keeping the Mario Brothers blocked off from the Real World. Toad even mentions the Princess can handle herself.
"Up, Up, and a Koopa" has the Princess and Toad using P-Wings to rescue Mario and Luigi and foil Koopa's anti-gravity scheme.