The eponymous Super Mario Bros.: Mushrooms and pasta. This was especially true in the cartoons. Each episode had Mario mentioning pasta at least once, while pizza was the only thing the live-action segments ever showed Mario and Luigi eating. Lotsa spaghetti!
Mario's soul assessment by the Star Gate in Mario & Luigi: Partners in Time reveals that Mario's diet is filled with much alfredo sauce, and that he needs to cut down on carbonara. However, it also recommends puttanesca, for that stuff is great.
If you don't move Mario in Super Mario 64 for five minutes or so, he will sleep in the floor and dream of spaghetti and ravioli.
Similiarly, Yoshis like all sorts of food, but honeydew melons are their absolute favorite in Yoshi's Story. For the best score, you have to find 30 of them in every level. Each Yoshi also had a particular favorite among the regular fruits, which were twice as many points worth as the rest.
Wario: Garlic cloves, which is apparently the 'evil' counterpart to Mario's mushrooms.
To go with his purple theme, Waluigi has eggplant instead of garlic.
Peach often rewards Mario with cake for rescuing her.
Lucas: Omelets (is also the favorite food of his whole family)
Also, Fassad of Mother 3 loves bananas and is often seen eating them at the most impromptu times and leaving the peels on the floor. The last part comes back to bite him later.
Dr. Andonuts and, well, donuts.
Flint, Duster and Lucas love cheese.
Sie Kensou of The King of Fighters: Meat buns. He eats one in his taunt and used to eat them in his oder intros. There's even a variation in his usual intro (which appears if you use him as your first character) where he chokes on his meat bun, turns blue and then finally gets it down: some of the games have it as a life-restoring move as well, but the choking variation can cause him to lose life instead. And atleast two of his post-match victory portraits show him either eating or holding pork buns.
The profiles for every KOF character lists their favorite foods. I.e., Athena loves ichigo daifuku (a Japanese cake made with mochi and strawberry), Kula Diamond loves lollipops and ice cream and Kyo Kusanagi loves grilled fish.
Kyo lampshades the trope in KOF XIII via telling K' (who likes eating beef jerky) that he should switch to fish so he won't be so gloomy; simultaneously, Kula's love of icre-cream is amped Up to Eleven and used as a Running Gag in her pre-fight talks, with Yuri Sakazaki openly wondering if she'll double-cross her partners just to get some of it.
Taokaka from BlazBlue also loves her Meat Buns. She and Kensou would probably get along if she wasn't so damn crazy.
Carl Clover from the same game as Taokaka has a love for cookies according to his official profile.
And Hazama just loves hard boiled eggs. To the point that he shallows them whole, to compliment his snake theme
Also from Soul Calibur, Xiba loves steam buns. Many of his lines nod to this, such as "Now bring me some steam buns. Lots of them!"
In Fatal Fury, characters have their favorite foods listed on their profiles. Some examples are:
Jubei Yamada's favorite food is Hot Spring-boiled eggs, but he also seems to love senbei rice crackers. He is often pictured with one and also uses them as a weapon.
Geese Howard's favourite is rare steak.
One of Mai Shiranui's favorite dishes is ozouni, a rice cake soup served on new year's day. This follows some theme of sorts, as Mai's birthday is on new year's day, and a lot of the things she is stated to like are related to it.
Every character in Star Ocean and Star Ocean: The Second Story has a favorite food which you can cook, which restores all their HP and MP. They generally make sense and/or poke fun at the character. Brooding Joshua likes the high-class escargot, perky Millie and Precis are partial to sugar-filled fruit parfait and chocolate crepes, and cat-people Perisie and Noel like tuna. Manly Cius and Iria, and boozer Opera, like various alcoholic drinks. Main character Claude likes good old steak.
Metal Gear Solid 3 seems to decide that Naked Snake's trademark food to be Snakes and Frogs (the former allowing for his Mission Control to call him a cannibal) - to the point where the latter is referred to in the theme tune. In the same game, EVA is very fond of instant noodles. Meanwhile, Solid Snake in the other games is a fan of blueberries. Sunny is into fried eggs, but that may be because that's the only thing she knows how to cook.
Most of your potential marriage partners in the series (and its Spin-OffRune Factory) have a particular favorite foodstuff that will raise their affection levels much faster than normal. Muffy in HM DS is inordinately fond of apple pie. In particular, Rick from Friends of Mineral Town loves Spa-Boiled Eggs, and in one of his Heart Events, he tells you this and shows you how to make them.
Mist from the first Rune Factory loves turnips. A lot. It's her favorite gift, thus making her the easiest person to become close too. Later games in the series have a new variety called Pink Turnips, and it's implied she bred them into existence.
Unique among the Loads and Loads of Characters in the series is the Harvest Goddess, who has the same favorite food (strawberries) in every game she's appeared in.
Also unique is Pia from Rune Factory 3, who's favorite food (squid) stems not from love of the food but from hatred of it.
A general example in Fable II. Everyone in the game has things they like, most of them have an object/gift they like, and about half of those are food. (Doing things people like will make them like you more, and thus give you better discounts at stores)
Ike of Fire Emblem: Path of Radiance and Radiant Dawn has a fondness for meat - this does come up a few times in the games, but the way Japanese fan artists depict him constantly eating caveman-style slabs of it would make you think it was the meaning of his existence.
Kirby loves Maxim Tomatoes in the games. In the anime, he's obsessed with watermelons, to the point that it was his first word. If Squeak Squad is anything to go by, he also loves cake, and if you steal his cake, he will do whatever it takes to get it back!
The title character is fond of chili dogs in the western cartoons, to such an extent that it's found it's way into recent games. Similarly, the AOSTH interpretation of Robotnik / Eggman was known for having a diet that contained nothing but eggs. It was noted by Grounder in one episode that "He's had eggs everyday for the last ten years." In that same episode he brutally assaults Scratch and Grounder for not giving him his daily serving of eggs and made hotcakes instead.
Supplementary materials note that Tails likes Mint candies in the original games. More obvious in one of his limelight games, Tails Sky Patrol where mint candies serve as health power ups.
The older game manuals also mentioned Knuckles being partial to fruit. Grapes being his favorite.
In Sonic Unleashed, there was Professor Pickle, who had a thing for Cucumber Sandwiches.
The British continuity (Sonic the Comic etc) retains the thing with Robotnik and eggs, but has Sonic, Tails and all their friends have an obsession with all fast food that is hilariously (possibly deliberately) dissonant with the theme of them coming from a green natural zone as opposed to Robotnik's industrialism.
According to the manual, Lemeza from La-Mulana claims "curry" as one of his favorite things in the world, period. The pause animation for the game has Lemeza's sprite gorge himself on curry, then take a nap. This is actually an in-joke/reference to the fact that when they needed a last name for the character, they settled on "Kosugi" when they saw a commercial for premixed curry where that is the name of the mascot.
The BLU Soldier's apartment is littered with empty tomato soup cans and boxes of ribs.
Scout is pretty obsessed with Bonk, Crit-a-cola, and their merchandise.
Pop from Luminous Arc 2 and her crabs and anything made with crabs. Yes, even crab gelato.
Luna loves her water.
Jack in MadWorld is often soon chowing down on onions, they even restore him to full health in-game.
Fandom has taken Roxas from Kingdom Hearts II's fondness for Sea-Salt ice cream and run with it. Canonically, though, Ansem the Wise's favorite food is, in fact, Sea-Salt Ice Cream. To the point where it is the password that unlocks the alternate Twilight Town. Seasalt ice cream has shown up in many places throughout the series, and stated to be liked by many, though Roxas is definitely the most notable example; it's apparently become something of a Running Gag. Sea-salt ice cream's presence in the series started as Nomura's own Trademark Favorite Food after he tried some at Tokyo Disneyland and loved it.
The World Ends with You uses this as a gameplay mechanic, how much a character likes a certain meal effects the Sync Boosts you get. Of the four beginning ramen types, Neku likes Shoyu Ramen, Shiki likes Miso Ramen, Beat like Tonkotsu Ramen, and Joshua prefers Shio. Shiki and Beat both like fast food. Joshua is disgusted by it. Neku likes ramen, Mexican food and coffee.
The Demon King Mike of Arcana Heart can be bribed by Yoriko with doughnuts. Where he puts them away since he's trapped in the form of a Simple Staff is anyone's guess.
In the Japanese version of Rockman.EXE, Netto is a Big Eater, and his favorite food is mentioned to be curry, specifically tonkatsu curry rice. The anime in particular shows him eating curry very often, and he completely pigs out on it in one episode, going as far as curry-flavored ice cream. Fan works tend to take his love of curry and crank it up to 11.
In the Wii version, Doc Louis loves eating chocolate bars, and apparently has tickets to a chocolate bar convention. He also gives strange sayings and metaphors about chocolate. Probably explains why he seems to have gained weight. In Doc Louis's Punch-Out!!, he will sometimes take out a chocolate bar and eat it to recover stamina, and punching it out of his hand causes him to tear off his jacket, revealing a leopard-print shirt underneath and making him a lot harder to beat.
Soda Popinski loves soda, as is obvious from his name: punching it out of his hand has similar but less severe repercussions, although considering how often he drinks it, you basically have to do it and one of the in-game challenges involves beating him without interrupting him when he's taking a drink.
You get to input your favorite food in Contact. Yes, as in your personal favorite food, since you the player are a character in the game. You'll see it referenced many times by other characters; in particular, the "soda" item will always be "#FOOD flavored." If you favorite food is apples? OK. If your favorite food is fish 'n' chips? Um, ewww.
Anti-Guy from the original Paper Mario just loves lemon candy. A piece of lemon candy is enough to bribe him to give you his treasure chest. What happens if you don't have any lemon candy on hand? A Boss Battle will ensue.
The genie in King's Quest VI: mints. Doubles as I Can't Believe It's Not Heroin, as eating a lot causes him to act drunk and giddy. The Kings Quest Companion explains the genie's addiction as saying that the creatures always have a weakness for something. The one in the manual had cravings for mistletoe berries. It also mentions Graham's got a sweet tooth.
These were filled breads in the Japanese version, explaining that big pile of them he has at the end.
In Simon the Sorcerer, dwarves like beer a lot. They like it so much that "beer" is the password to their mine.
Every character in Touch Detective has a trademark favorite food. Though most of them are only listed on the website. Penelope's love for bananas on the other hand is made very apparent. She loves bananas so much that she hangs a stuffed pair of them from the ceiling of her room and also owns a banana stand for keeping them fresh.
Jasper Gein of Silent Hill 4 acts as a Broken Bridge, mumbling about how thirsty he is and how he could use some chocolate milk, refusing to move until you give him some.
Etna from the Disgaea series has a fondness for a special pudding that comes from the Sea of Gehenna. She gets into fights when Laharlnote he's done so twice, in Disgaea 2 and Disgaea Infinite, or anyone else, tries to steal it.
Valvatorez of Disgaea 4: A Promise Unforgotten loves sardines, a food he developed a fondness for in place of blood after deciding to stop drinking the stuff due a certain incident. He's quite prone talking about how great they are, especially in the On the Next segments, and "Sardine power!" is one of his catch phrases.
For Persona 3's Akihiko Sanada, it's beef bowl. This is used to obliquely announce his official arrival on the scene late in Persona ~trinity soul~ when Shin, delivering take-out to the police station, wonders who the beef bowl ramen is for and a couple of women instantly volunteer to deliver it for him.
According to Shinjiro, he only eats "That protein shit"; supplemented with ramen. This is supported by his segment of a series of fetch quests that require the Main Character to talk to each of their party members; they must get protein powder from Akihiko, whom goes into great detail about it. He also orders a food with protein powder while overseas in Persona 4 Arena and was disappointed that 'protein powder' wasn't in the menu.
Rorona from Atelier Rorona loves eating and baking pies. Her Trickster Mentor, Astrid, has barred her from using the alchemy workshop for baking, but when she hands the workshop over, Rorona is able to make as many pies as she wants (without her master's permission, of course). One of the endings has Rorona becoming the "Pie Master".
From the Edutainment Game series Eagle Eye Mysteries: Most of the local kids in the first game love pizza, and in particular Mark Moriarty and Dave Grant are noted for having eaten a Pig Lovers' Pizza which is made with ham, sausage, and Canadian bacon.
From the same game, Melinda Joost likes ice cream.
Nigel Eagle in the sequel enjoys fish and chips.
The Commodore in Guilty Party is an obsessive lover of pudding. He spends most of his vast fortune on it. This is actually a plot point, as the golden artifacts left by his archnemesis Mr. Valentine end up being pudding-related...
As the lead-up comics to The Sacrifice DLC point out, Zoey from Left 4 Dead loves peanut butter. So cue squeeing when she finds out that the army base the group is being held in contains huge jars of the stuff.
P.B Winterbottom of The Misadventures of P.B. Winterbottom really likes pie. He broke time and space to get pie. He created clones to get pie. He destroyed buildings. He eats nothing but pies.
In Devil World, Tamagon likes to eat ice cream cones, though they do nothing in the game but give points.
Papa Caesar and Chinese food from House of the Dead: OVERKILL, to the point that his in-game theme music is titled "Dim Sum For Papa".
The entire world of Magicka seems to run on sausage and cheese, if the concept art and a good bit of the NPC dialogue are anything to go by.
In The Sims 2, sims who botch using the ReNuYu Aspiration Changer end up with the "Grilled Cheese" aspiration. All their wants, fears, and dreams revolve around cooking, eating, and serving grilled cheese sandwiches.
Vincent of Catherine has a trademark favourite drink: the Cuba Libre, otherwise known as rum and cola. Vincent's drinking buddies also seem to have their own drinks of choice, and Katherine also seems to like pastry.
Mr. Stewart (or perhaps Michael) apparently can't get enough of the A&G Diner's turkey, strawberry jam, and cereal sandwich, which York dubs the Sinner's Sandwich (because he thinks only someone atoning for some kind of crime would voluntarily eat one).
Professor Diggins from Fossil Fighters loves all kinds of sweets, but his especial favorite are dino cakes, a kind of dinosaur-shaped snack cake. At one point, you have to make a snack run for him in order to advance the plot.
The Blob from A Boy and His Blob loves jellybeans! They're not just tasty to him—they help him transform into lots of things. In the 2009 game, his planet, Blobolonia, is even shown to be bean-shaped, and all of his fellow blob-people love to be given jellybeans as well.
Mondo from Killer is Dead loves soft-boiled eggs. The main reason he keeps his assistant Mika around is because she can prepare them exactly the way he likes them.