The story of the Mario games are simple, but let us consider for a moment what's really happening here. Princess Peach gets kidnapped what, every couple of weeks? Is she really so helpless? Well, she can fly. Also, she is far smarter than Bowser as shown in the Paper Mario games. How does she keep getting kidnapped? I would suggest that for an answer we examine her relationship to Bowser. Bowser is hopelessly in love with Peach. Apparently this is why he keeps kidnapping her. Now seems like a good time to mention that Bowser's son, Bowser Jr... calls... Princess Peach... Mom.
In Super Mario Sunshine, Bowser Jr. admits that he knows that Peach isn't his mother, but it is highly suspicious that he has been calling her Mom for so many years.
Speaking of the royal family, where is King Toadstool? He was there in Super Mario 3, but that was all a play (maybe). The only king to be seen in either kingdom (the Mushroom kingdom and the Koopa kingdom) is Bowser. Neither Mario nor Luigi are kings, they're both common plumbers. Is it possible that Bowser is the rightful king of both kingdoms? Married to Peach who turned to a common plumber to murder the king (over and over again)? Imagine Peach giving a subversive speech about how the koopa menace with their filthy goomba cronies must be expelled, making the land safe for the people (and toads) to thrive. It's a koopa cleansing and who better to lead the slaughter and wash away the evidence than her secret lover and plumber on the side Mario (Luigi is there too, presumably to try and make nice with Daisy)?
Mario has a history of this suspect behavior. Consider the case of a man, matching his description operating under the obvious pseudonym, "Jumpman." You know this tale, now let's look at the other side. A hapless ape named Donkey Kong and his damsel Pauline (the girl in the original Donkey Kong's name is Pauline) climb to the top of some scaffolding for a midnight picnic. The interspecies nature of their relationship is immaterial, the Mushroom kingdom has different standards you know? When suddenly, a marauding maniac wielding a hammer races up the scaffold, bent on absconding with Pauline in a racist rage. The previously gentle giant desperately hurls barrels at the offender in a feeble attempt to save his lady. Having failed miserably, he spends the next few decades wallowing in awesomely obscure jungles.
Look at Donkey Kong. Does he look angry or scared?
I'm not saying that any of this is true. In fact, I'm almost certainly reading way too much into this. All I'm saying is, look a little closer... into his eyes... the eyes of a maniac. And Peach? Oh Peach, you're not fooling anyone.