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Tear Jerker: Mario and Sonic: Heroes Unite!
After the heroes defeated King Boo at the haunted Mansion in Chapter 31, a huge, dark appeared as they're about to leave. It's the same one when Sonic, Tails, Amy, and Dr. Eggman stuck up to Mario's world. It just suck up Luigi and send him to who knows where. In the next chapter, its revealed that the shadow figure is the one who does that and torture the poor guy and turn into his robot minion.
Later chapters have Mario worrying about his brother.
The fact the link between their worlds is cut. Meaning there might not be a sequel.