This is the only Nintendo game to depict the statue of Jesus Christ in the city of Rio and Luigi is seen by the statue of Jesus Christ in the photo. It's unknown how religious themes including the mention of Jesus Christ is allowed in a Mario game while other Nintendo games never allowed the name of God or Jesus Christ to be depicted in video games.
This was the first game to feature Luigi as the staring playable character. He wouldn't receive his own game again until 2001's Luigi's Mansion (2001) on Nintendo GameCube.
In the background of The Statue of Liberty photo next to Luigi, there are 2 World Trade Center buildings that can be seen in the background of New York City. The World Trade Center bombing happened on February 26, 1993 in the same year Mario is Missing was released on MS-DOS, NES, SNES ports. 8 years later on September 11, 2001, the 2 Airliner airplanes crashed into the North and South Tower causing 2 towers to collapse killing over 3000 people in the building. 12 years later the One World Trade Center building was built where the 2 towers originally were and a memorial for the victims is there by the One World Trade Center building.