Yup. Even tho most famously the horrendous movie makes note of this so did the super Mario bros super show in which during one of the live action scenes Luigi receives an invitation saying that "we invite you, Luigi Mario" to such and such. So yea. Mario shares his surname with his birth name and Luigi and Mario wouldn't know who was talking to them if they were referred to as Mr. mario
UNOFFICIALLY, I've found a few matches around the internet claiming "Sarasoom" to be Daisy's last name. Derived from her home of Sarasaland (which itself is named after floral Portuguese calico textiles), and possibly the -soom suffix found in "A Princess of Mars" by Edgar Rice Burrows. Considering you had to fight off Tatanga the Space Man in her first game appearance, the martian reference holds. So, quite literally she is "A Princess of Sarasa"
However, I also find evidence of just "Sarasa" being an option, as well as "Blossom". But if you google search for Princess Daisy's last name, Sarasoom is the only potential that comes up. So I'm going with that.
According to Paper Mario: TTYD, Mario's last name is Gonzales (Seen when he participates in matches.. I forgot what it was called) And he was called The Great Gonzales. Yoshi also addressed Mario by his last name.
From what I researched so far, Mario and luigi don't have a last name in Japan. According to the Super Mario Bros. movie made during the 1990s, Mario states that their last names were Mario. This statement can be further proven by the titles in various Mario games. Take for instance "The Mario Bros." portion of a Mario title, I believe the sir name is Mario.
If you want an example, think about the Wright Brothers, Orville Wright and Wilbur Wright. A perfect and understandable example!
Only for Mario... I think. According to my research, Japan never gave a last name to Mario or Luigi. According to the Super Mario Bros. movie made during the 1990s, Mario states that their last names were Mario. Then again, Japan never started with the idea of making a Super Mario Bros. Movie, America made the movie. This only theory, so I could be wrong.
Guy: Name? Mario: Mario Guy: Surname? Mario: Mario Guy: Okay, what's your name? Luigi: Luigi Guy: Luigi Luigi? Luigi: No, Luigi Mario! Guy: One moment, how many Marios? Luigi: Well, there's three! There is Mario Mario, and Luigi Mario!