This sound comes from New Super Mario Bros. Wii, Nintendo's side scrolling platform game released for the Wii in 2009. The game over cue became familiar to players through repeated failed attempts, then spread into gaming edits and meme style videos as a shorthand for losing. It still gets used because the Mario series is instantly recognizable and the short cue communicates failure without needing any extra context, especially in clips built around sudden mistakes or run ending moments.