@RetrogamerFan Region Locking on a DSi only applies to the eShop and not to cartridges - that is a common misconception widely promoted by those pirating software because the extra fraud detection on a DSi means it refuses to play their fake copies of games. I have a European Dsi on which I've played both genuine US and Japanese imported DS games, but also have a European game that works fine on a DS or DS Lite, but my DSi refuses to play because it turned out to be a fake copy. But as you say, all 3DS games are region locked.

@ToxieDogg I believe the 3DS is the same as the DSi with DS cartridges, so I think it's not that your copy of New Super Mario Bros is the US version, but that it is a fake. With popular games like this or Mario vs Donkey Kong Mini Land Mayhem there are so many fake US copies around it can be hard to find a genuine one - especially on places like eBay! If someone says a game only works on a DS or DS Lite, then whatever reason they might give for that, what they are really saying is - This is a fake copy! Buyers Beware!