The Paranormal Problem is the 33rd episode of Season 6 of the Epic Mario Bros Series. It was uploaded on May 21, 2017. It is the only appearance of the main antagonist, Monkey Man.
The video starts with Junior collecting cents in order to get the Nintendo Switch with his friend, Koopa. Although Koopa blames him for buying amiibo, but Junior says that it's only made for plastic surgery and Advil. At the door, Dry Bones arrives and in shock, Junior immediately shuts the door. Junior tells Koopa that Dry Bones has came over, but Joseph finds that Dry Bones isn't that bad, since he saved them during The Boot Camp episodes. Junior agrees to open the door and Dry Bones is confused to why they shut the door. Junior makes an excuse saying it was the wind, but Dry Bones says it's not possible as of right now. Dry Bones came to tell them that he's homeless since his father abandoned him and asks to stay in his house. Koopa wants to let him in but Junior is reluctant at first, but then he allows him.
Later on, Junior and his friends sit a different room, which they argue over because Koopa and Dry Bones are not used to it. Dry Bones starts to act unusual as he keeps saying his obsession with darkness. Junior and Koopa think he's possessed and quickly get out of the room, Dry Bones angrily doesn't want them to. Junior and Koopa get cornered by the possessed Dry Bones and he almost shoots them with a beam, but Kamek dashes in and shoots him back. Kamek tells him that a Mask is controlling Dry Bones and he zaps Dry Bones. However, the Mask possessing him retreats and Kamek orders Junior and Koopa to distract the Mask. Outside, Junior, Koopa, and Dry Bones immediately run away from the mask where they run inside to find Kamek making a machine that'll suck the ghost up. All three of them hide as Kamek prepares the machine. The Mask gets sucked into the machine. They think that the Mask is gone forever but all of a sudden, a knife stabs the screen from the inside.
Junior, Koopa, Dry Bones, and Kamek are shocked to find a nightmare poltergeist called Monkey Man, who was the one who stabbed the screen. Monkey Man hopes to become the most powerful being in the universe by absorbing Masks. Monkey Man sucks up the Mask and consumes the four with darkness. The four appear in a dark green void called the Nightmare Dimension, where Monkey Man says that it's the most dangerous place in the universe and that Monkey Man and the Masks can become God-like beings. The four are frightened by the dimension, even Monkey Man is scared, but he views it as a drug, wanting more and more. Monkey Man hopes to unleash different Masks to traumatize everyone. Monkey Man struggles in pain to release all of the Masks, but eventually he releases them where they frighten the four. Junior, Koopa, Dry Bones, and Kamek panic in fear, crying out for safety, and hoping for death. Just when the four are about to be consumed by fear forever, Bowser, Mario, and Princess Peach feel their pain and they prey to them. The four in the Nightmare Dimension notice that the fears are dying and they teleport back to their house. The four notice a glowing green light that goes outside and creates a black hole, alluding to the next episode, Undertale.
- The end segment where Bowser, Mario, and Peach pray for them in the Nightmare Dimension is a nod to the game, Earthbound. The game's ending has everyone praying for the four heroes to defeat Giygas.
- Monkey Man only appears in this episode.