Multiple, 2 known: Ash's Backyard and Mario's Property
Only 3 warp pipes are known in Stupid Mario Brothers, they belong to Mario, Donkey Kong, and Ash. Mario's warp pipe is located next to his house and goes to the Mushroom Kingdom and Ash's warp pipe is located behind his house and goes to Kanto. The location of Donkey Kong's warp pipe is unknown.
In "Link's Letter is full of Holes!", the warp pipes are strangely closed. The reason for this is unknown.
In "Draino won't unclog these Pipes," Mario and Luigi try using Ash's warp pipe, but it doesn't work. Knowing that the threat is in the Real World, the duo decide to stay. Donkey Kong also says he is unable to return to his jungle and reunite with Diddy. Later, they find out from Ness that the portals were closed to avoid Nox Decious from invading other worlds.