In Super Mario Galaxy they are first discovered in the Honeyhive Galaxy, where they are eventually transported to the Comet Observatory. The Lumas then start building a spaceship, called the Starshroom, so that they can travel around to various galaxies to help out Mario.
In Super Mario Galaxy 2, they accompany Mario on the Starship Mario. They can also be found on several of the game's levels.
The Toad Brigade are comprised of 5 members: