There is a plague of confusion that surrounds Super Mario Bros. 2, which I am going to attempt to clear up, accompanied by some pictures of my latest get, a CIB copy of Super Mario USA for the Famicom.
The game the non-Japanese world knows as Super Mario Bros. 2 is actually a sprite swapped version of a Famicom Disk System game called Yume Kōjō: Doki Doki Panic. Doki was created and directed by Kensuke Tanabe at Nintendo, and was originally envisioned as a two-player co-op game. The game remained an unfinished prototype until Nintendo was approached by Fuji Television to create a game featuring some of their mascots. The unfinished prototype was polished and slightly redesigned using sprites created for the 4 mascots.
Yume Kōjō: Doki Doki Panic was produced by Mario creator Shigaro Miyamoto, who ironically had more input on Doki Doki Panic then he did on the Japanese version of Super Mario Bros. 2. The Japanese version of Super Mario Bros. 2 was again designed by Kensuke Tanabe, and also released exclusively for the Famicom Disk System. It used the same engine and graphical style as the original Super Mario Bros., but was a much more difficult game.
The extreme difficulty of the Japanese SMB 2 scared Nintendo of America away from localizing it to cartridge for play on the Nintendo Entertainment System. Instead, they choose Yume Kōjō: Doki Doki Panic, who’s licensing rights did not extend outside of Japan, and simply switched out the Fuji mascots with Mario characters. This game was released as Super Mario Bros. 2 outside of Japan, and became a massive blockbuster. The success of the game caused Nintendo to bring the game back to Japan, this time in cartridge form for the Famicom, with the Mario sprites intact and giving the game yet another new name, Super Mario USA.
The non-Japanese world would eventually see the original version of Super Mario Bros. 2 (with updated 16-bit graphics) when it was included under the title “The Lost Levels” in the SNES compilation game Super Mario All-Stars. Super Mario USA was also included on the Super Famicom version on the game, Super Mario Collection.
Additionally, a slightly varied version of the 16-bit port of Super Mario USA was made available for a time on the Japan-exclusive satellite download add-on for the Super Famicom, the Satellaview. This version was simply called BSX Super Mario USA.
Below is a graphic I have constructed to illustrate the Super Mario Bros. 2 situation clearly (click for full size):