Super Mario Bros 3
Sophie dresses up as Lemmy because the real Lemmy was vomiting all over his airship attic. When Mario defeated her, all the Koopas punched Sophie so bad that she needed to be operated.
Super Mario World
Sophie made the pipes for Lemmy and Wendy. After that, she was stomped into a flatty pancake and was eaten with honey syrup! [Stay on topic! said Lemmy.]
Mario is Missing!
Sophie tried to helped Bowser to flood the world. She does not appear in the game.
Sophie doesn't appear in this game, but Lemmy mentions her.
Mario and Luigi : Superstar Saga
Sophie taught Lemmy how to split in fours. After that, she stayed behind Bowletta's throne.
Super Princess Peach
Sophie walked into a quicksand trap made by Toads.
New Super Mario Bros Wii
Sophie made all the balls for Lemmy. She stayed in Bowser's airship, making her necklace. She does not appear in the game.