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. Melee
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.

Super Smash Bros. Brawl
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.

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.

Needle Storm
Needle Storm is a special attack that only Sheik can use in Super Smash Bros. Melee and its sequel, Super Smash Bros. Brawl. It is performed simply by pressing the B Button. Sheik will proceed to grab some needles into her fingers, and then throw them at the opponent. If the player holds the B Button, Sheik will focus her attack better, and the attack will become more powerful. Sheik will not be able to move when using this attack, which can come as a disadvantage in close-range combat. However, the move is a long-distance attack. Interestingly, the needles are so small and thin, that they look invisible, which makes it harder to dodge the attack. If Kirby sucks up Sheik's powers, he will be able to use this attack. When the move is used midair, the needles travel diagonally downward.

Chain
Chain is a special move that Zelda's counterpart, Sheik, can use in Super Smash Bros. Melee, as well as Super Smash Bros. Brawl. It is her Smash+B move. Once used, Sheik will pull out a Chain, and throw it across the stage. If anyone gets in the way of the attack, they will receive a slight amount of damage. Although it is a very weak attack, it is a very good long-range move, but it is also very inaccurate. It is also good for a quick-think escape. Other than these attributes, there isn't very much more about the Chain.

In Brawl, it causes much more damage if the special-move button is held down. While it's held down, the Control Stick can be wiggled to control the chain in any direction desired. If wiggled fast, the player can hit opponents lots of times. The tip of the chain, this time, is electrified. It can be used as Tether Recovery.

Vanish
Vanish is an attack used only by Sheik in the games Super Smash Bros. Melee and Super Smash Bros. Brawl. It is activated by pressing the B Button while tilting the Control Stick upwards. She will then proceed to use magic abilities to teleport herself in the air, in a similar fashion to Zelda's Farore's Wind move. Although it is supposed to be the same as Farore's Wind, it does not go as high, but it does more damage when it hits someone. It acts as Sheik's third jump. This move can be used as an escape plan when surrounded by foes, as not only will it teleport Sheik out of danger, it will hurt all the foes around her. However, the attack takes a while to be put into action.

Transform
Transform is a special move in Super Smash Bros. Melee and Super Smash Bros. Brawl. It can be used by Zelda to transform into Sheik, and vice versa. The sole purpose of the attack is to switch between different strategies. Sheik's strength and speed can help in hand-to-hand combat, and Zelda's magic and teleportation abilities make her better at long-distance fighting, or getting back up from a fall. Using the attack at the right time, in the right situation, can be difficult to master.

The transformation needs a few seconds to complete, and can be interrupted by any regular attack.

In Super Smash Bros. Brawl, the transformation takes slightly longer to complete. Zelda and Shiek are, however, invulnerable as long as it lasts. This can be used as a method to dodge attacks such as Final Smashes.

The move is based on The Legend of Zelda: Ocarina of Time where Sheik reveals to have been Zelda in disguise all along. Using the power of the Triforce of Wisdom, she is able to physically change her appearance, allowing her to disguise herself as a male. The sound that plays when Zelda/Shiek transform is the traditional Zelda "secret revealed" chime.

Light Arrow
Light Arrow is Zelda's and Sheik's Final Smash in the game Super Smash Bros. Brawl. When either of them destroys a Smash Ball, they will take a bow and fire a beam of light straight across the stage. The attack has a limited range, as it only sends a narrow beam, but when an enemy is hit, he or she is knocked out instantly. While Zelda's version of the move knocks the player upwards, Sheik's hits them in the same direction as the beam is targeting. Sheik's version causes slightly more damage than Zelda's, about 4% more to each opponent hit.

Light Arrows have been used by Zelda in The Legend of Zelda: Wind Waker and The Legend of Zelda: Twilight Princess against Ganondorf. The design of the arrows comes from Twilight Princess. In these appearances, this was the first time she was actually shown using attacks, not counting Super Smash Bros. Melee and the Zelda cartoons.

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. It is possible that she was actually going to be Tetra, Zelda's pirate-form from The Wind Waker.
 * Sheik never gets turned into a trophy in the main story of the Subspace Emissary. Likewise, Zero Suit Samus, Squirtle, and Sonic never get turned into trophies either.