Super Mario Sunshine/Delfino Plaza

Now that the police have released you, you are free to roam the area. Immediately, you'll notice a D.E.B.S. Alert at the bottom of the screen, telling you that some people have gone missing in Bianco Square. Head straight over there by following the path in front of you. You'll notice Toadsworth and Peach when you reach the corner - Peach is already complaining and wants to go home! You'll then be shown another huge pile of goo in Bianco Square, so get over there and start spraying.

The second Gate Keeper
Spray the large pile of brown goo to awaken another Gate Keeper monster, and take him out just like before (spraying him in the mouth with the FLUDD). This time when you've defeated the monster someone new will appear; it's Shadow Mario!

The chase
After Shadow Mario grabs Peach and runs off you have to chase him around town and keep spraying water at him. Start by running over to where Peach and Toadsworth were standing and when you see him start spraying him and then just keep chasing and spraying him until he gives up. Don't worry if you lose him for a while as he'll kindly stop and wait for you to catch up. When you've sprayed him enough he'll fall over and drop Peach, so just run over to them. Peach is now safe but you need to spray Shadow Mario a few more times.

Eventually he'll head back to Bianco Sqaure for one last spraying, and then he paints a mysterious "M" on the platform of the statue. Spray the "M" with water and it will glow and become a portal for Mario to jump into. So go ahead, jump in and be transported to Bianco Hills.