Only one of the three main Mario cartoons in which Toad does not appear. However, the caveman Oogtar has the same voice actor and basically fills the same role.
These Captain N episodes were not included in the Captain N DVD set since they are legally considered to be a different series, and legalities require that the Captain N and the Mario World series be released together, as one series.
The official name of this show is "Captain N and the New Super Mario World." But in the commercial eyecatchers, they call it "Captain N and Super Mario Bros. World."