Over the past 32 years Nintendo's Mario character has appeared in 20 games carrying the Super Mario name. In each and every one, repeated failure will eventually lead to a game over state. But for the 21st Super Mario game, there is no game over and therefore no game over screen.
Super Mario Odyssey is set for release on October 27 exclusively for the Nintendo Switch. It's guaranteed to receive as much hype and probably as many sales as Mario Kart 8 Deluxe and launch title The Legend of Zelda: Breath of the Wild.
According to Polygon, Nintendo confirmed the lack of a game over state in Super Mario Odyssey in a tweet using the Japanese Twitter account for the game.
Instead of lives, Super Mario Odyssey uses coins. Every "death" results in 10 coins being lost, but even if you lose all coins the player will be allowed to continue. Losing all coins is also meant to be very difficult due to there being an abundance of them contained within each level.
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Nintendo's reason for doing this is a simple one: they don't want to interrupt the fun. It's better to just let the player keep on playing and enjoying themselves regardless of any mistakes they make.
On the one hand I can see their logic, especially where very young gamers are concerned. However, failure can also work to the advantage of a game. The threat of failure can build tension and result in satisfying relief once a challenge has been overcome. Nintendo is removing the chance of that happening from Super Mario Odyssey because failure has no consequence other than less coins. How well a lack of game over works will be discovered on October 27.