Sheik

Sheik is the alter ego of Princess Zelda, a major character in the The Legend of Zelda series. Despite Sheik's male appearance, Sheik is indeed a female in the Super Smash Bros. series (though in The Legend of Zelda series, Sheik's gender is not official). Sheik acted as Zelda's stronger form, which she would often use to help others, and even Link. Sheik is very good at using musical instruments, as seen in the opening to Super Smash Bros. Melee.

Super Smash Bros. Series
In Super Smash Bros. Melee, Zelda can use her magical abilities to transform herself into Sheik. Sheik is faster and heavier, and is more powerful, but relies on close-up combat, and can't use many magical attacks. This can sometimes cause major damage. Her Vanish attack can't teleport her as high as her usual Zelda self, which can be dangerous, but it does more damage when she hits the opponent. According to the Star Rod's trophy information, it has most power when Sheik or Captain Falcon perform a Smash Attack with it.

Sheik returned in Super Smash Bros. Brawl, with the same role as before. She now has an updated, more detailed appearance, meant to match Zelda's design from The Legend of Zelda: Twilight Princess, even though Sheik did not appear in said game. Sheik is voiced by Jun Mizusawa, who also did the voice of her counterpart, Zelda. She can now Wall Jump, Crawl and preform a Tether Recovery (via her Chain)

Solid Snake Codec Conversation

 * Snake: What's going on here? What happened to Zelda?!
 * Mei Ling: Snake, Princess Zelda transformed into Sheik. I can understand the clothes, but to change her skin and eye color? That must take some powerful magic.
 * Snake: ...Magic...?
 * Mei Ling: Come on, Snake! Don't get all grumpy and start talking about how unscientific it is. Science is basically just another form of magic that makes our lives easier.
 * Snake: I never thought I'd hear that coming from you, Mei Ling.
 * Mei Ling: Don't you think talking to someone halfway around the world is a kind of magic? Or flying across entire continents?
 * Snake: No, I think this is completely different.

Role in the Subspace Emissary
After being kidnapped, Princess Peach and Princess Zelda are taken to a dungeon-type like room in the Halberd, where they are freed from imprisonment from Meta Knight, Lucario, and Solid Snake. Zelda turns into Sheik and she advances through the Halberd with Peach until they get to the top and they see Fox McCloud in his Arwing attacking the Halberd, while the Halberd also attacks him. Fox accidentally fires a shot near Peach, which causes a huge explosion that causes Peach to scream and duck. Sheik jumps up in the air and lands right on top of the Arwing. Fox is shocked as Sheik punches the Arwing hard enough to knock her and Fox out of the Arwing. They both land on top of the Halberd where they charge at each other. Sheik tries to punch Fox and Fox tries to kick Sheik but Peach quickly stops them. She offers Fox some tea. Fox gasps and turns around to see Sheik drinking some tea as well. Fox is confused but in the end he decides to drink some tea as well and decides to be allies with them. They are soon inturrupted by Mr. Game & Watch and his copies flying out of the Halberd's cockpit and onto the bridge. The Mr. Game & Watches produce Shadow Bugs and turn themselves into Duon, but Lucario and Snake emerge from the cockpit and join the other heroes. Falco Lombardi flies in from his Arwing and joins in as well. Sheik and the others then defeat Duon, who turns back into a single Mr. Game & Watch trophy, which Peach soon revives. Sheik spends the subsequent Subspace Emissary movies as Zelda.

Classic
''This is Zelda's alter ego. Using a variation of the name of the ancient Sheikah tribe, she appears before Link and teaches him melodies instrumental to his success. It's believed that she's not just a quick-change artist, but rather that she is able to instantaneously alter her clothing and her eye and skin color by using her magical skills.''

Adventure
''Strategically switching between Zelda and Sheik is key. Compared to her Zelda form, Sheik is nimble and has gorgeous moves, but she lacks a strong knockout attack. The number of needles thrown in Needle Storm is based on how long you hold the B Button before releasing it. Use the Control Stick to wave the Chain after brandishing it.''

All-Star
''The best strategy to use when playing as Sheik is to let her flow from one powerful attack into another, like a river of quicksilver. Zelda has some techniques with more punch, however, so in one-on-one battles, use Transform as needed. Sheik only travels a short way when using Vanish, but the move comes with a small explosion that damages foes around her.''

Sheik
''The persona Zelda adopted to escape from Ganondorf. She completely hid all traces of her Zelda identity and appeared to Link as the last member of the Sheikah tribe. She taught Link essential ocarina melodies and then vanished in an instant. She didn't appear very often--rather, she would show up to support Link in crucial situations.''

Light Arrow (Sheik)
''Sheik's Final Smash. After grabbing a Smash Ball, Sheik will be able to wield a bow of light. The arrow fired from this bow has the power to pass through multiple targets, so it will damage all enemies in the direction it flies. This, coupled with its shield-breaking power, makes it even more terrible. Even in Sheik form, Zelda's ability as an archer is undiminished.''

Trivia

 * Sheik's name can be seen in the Nintendo 64 Mario Golf game scorechart.
 * Sheik's name is spelled Shiek in some languages, but never in English.
 * Toon Sheik (which was a scrapped character for Brawl) never had a design.