(*)=I'm not exactly sure, but I believe it to be true.
Foreword: Please see the links for reasoning, rationals, and for more information. I will update this whenever I have anything to add to it that hasn't been said or elaborated on previously. Feel free to correct me, just please provide more information so I can cite you with a link to your post, a possible gif or picture would be nice too.
Thanks, and I hope you learn something. ^_^
-You can Powershield Mewtwo's disable.
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Grabs out prioritize everything [P1>P2>P3>P4 (I would hope most people that play competitively know this)]. FIXED BY "TRESCHIKON"
-Sheik's leg on the first hit of her downsmash is invincible.
-Fox's head is invincible during the first 9 frames of upsmash.
-Sheik's head and hands are invincible during the hitbox of her upsmash.
-Falco's legs are invincible during his downsmash.
-Samus is invincible on the start-up of her Screw Attack.
-Rest comes out on frame 1 and Jigglypuff has invincibility during the first 26 frames.
-Fox's shine's hitbox goes further behind him than in front of him.
-You have 2 frames to do a SHFF Missile with Samus.
-When doing Fox and Falco's up-b at an exactly vertical (up) trajectory, touching the stage will make you turn around from whichever direction you were initially facing.
-The first frame of every dodge leaves you vulnerable (as well as a certain amount of ending ones).
-After certain percents while being chaingrabbed, you should not DI away, but instead try to attack out. EX: Shine out of being grabbed when a Fox is chain grabbing you as Fox instead of DIing away once you get to about 35%+.
-Raptor Boost backs you kind of go back from where you were standing. Ex: You're standing in front of Fox facing away, you do Raptor Boost away, you'll hit him from behind him with the hit.
-When dash dancing, there is as least 1 frames (maybe more, I'm not sure) when you turn around that will have your character going the opposite direction from which they are facing (kind of like a moonwalk, only you really can't see it). I can prove this, assuming it isn't accepted knowledge.
-Samus' super grapple goes higher than Screw Attack.
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(*)Doing an aerial "A" attack in the air gives you more control over your character's aerial movement. FIXED BY "TRESCHIKON"
-If hit by another attack while you are flying/moving from the air after being hit by another, the "new" attack that hit you will override the other one and you will now move how the "new" attack would (and is) sending you. EX: You get rested then you get hit by a jab. You will experience the "knockback" of the jab and be saved (hooray).
-Frames 18 to 36 are the ones when Sheik is both visible and invincible. 36 to 57 are when she's invisible (and invincible) and she's vincible again on frame 58.
-You can roll with c-stick while holding a shield button and sideways direction on the c-stick the first frame possible after landing. You can roll with it anyway and even use c-stick to jump out of shield.
-Grabbing Jigglypuff while she's in the air will give her all 5 mid-air jumps back (including Falcon Dive and Dark Dive). Same with Kirby.
-Pikachu has the strongest upsmash in the game, then Sheik (at the tip), then Fox(?). I just remember specifically that Pikachu's is the best.
-With the exception of uptilt, all of Marth's tilts, and his jab, hit slightly below him as well. Thus, making really good edgeguards.
-Roy can kill Jigglypuff at 0% with a reverse Blazer.
-Pushing any button except jump, left, or right, while in shine does absolutely nothing. Hence why some people waveshine by dragging their thumb across A while going from B to X (though I just tap B then Y).
-Randall shows up on the left from second intervals 5 down to 0 on the left when the clock is on 0, 2, and 4. Same for the right, except it's 1, 3, and 5.
-Falco's shine hitbox is smaller than Fox's. Though Falco's extends further vertical (*).
-Fox can do ledgehop reverse triple laser.
-Samus is the only character with a shorter overall animation for her dash grab than standing among the entire cast. APPARENTLY YOSHI DOES TOO. YOU HAPPY JEFF?
-Generally grabs last two frames. So far, in my observations, the dash grab comes out about 1-5 frames later. I haven't looked into it enough to create something with lower/upper extremities and with quartiles (Box and Whisker Plot).
SOURCES:
Juce
Aftermath
OMGage
WA smashers such as Toph, Vista and Bladewise. Not Eggz 'cause he's a ****.
Mew2King's Frame Data Page
Agent Iron/Iron Dragon (Forward's brother)
Magus
My own research. I then either test the crap out of my ideas or pitch them to Juce, OMGage (Peach Masta on SWF), Aftermath that confirm them or think about them with me (because they're both really smart and stuff).