This page explains in detail the interactions between the Cave Story series and the Mario series.
Cave Story+ Halloween update[]
Sue dressed as Peach.
October 31, 2012
Cave Story
Mario
After this update, by playing the game on Halloween gives most characters an Halloween costume, and Sue's happens to be a Princess Peach costume.
License[]
The creators of Cave Story+ held no right over Nintendo's Mario series, but they only included a minor reference.