Pikachu has a ton of combos in Project melee. I guess ill just list them as i think of them if it will help. Ill put what classes of enemies the moves will hit in parentheses.
From Grabs
Up throw ---> Up Smash (Fast fallers from like 0-90% & heavy weights at low percent)
Up throw ---> Up Air (Fast fallers, Heavy weights at low-med%, mid-weights at low%)
Up throw ---> bair (same as Up throw ---> up air)
Down throw ---> footstool (Heavy weights low-med% & mid-weights low %)
Down throw ---> up smash (works on all but Jigglypuff at low %) (The lighter the character is the faster this combo wont work)
Down throw ---> up air / nair (same as down throw ---> up smash but works on all characters until mid % or so)
Down throw ---> back air (Great kill move, works on all characters at certain percents)
From Aerials
Up air chains (works on almost any character until mid-high percent) (seen here
http://www.twitch.tv/shenanagans_/c/2650442 at 2:30 into the video)
Nair ---> any tilt (Great on all characters at low percents to mid percents) (can get crouch cancelled)
Auto cancelled Fair ---> any tilt / Up smash / Nair / Grab (Very important move to know how to do) (Works on any character at nearly any percent)
Nair ---> up air (If you land behind them with nair you can quickly up air)
Nair ---> up smash (Works if you land quickly after the nair)
Up air --> Any aerial (works just like Up air chain but subsitute another aerial after an up air)
Theres a ton more but it is really based on opponent's DI.
From tilts / Smashes
Up Smash ---> Up Smash / Up tilt / Up Air (Works on fast fallers, Heavy Weights and Mid Weights at varying percents)
Up tilt --> Up tilt / Up Smash / Up Air (Same as above + Light Weights at like 0-15%)
Up smash ---> THUNDER (Works on any character at certain percents great way to kill off the top if Up Smash doesnt kill)
There's a lot more but these are the Combos I feel Hit almost guaranteed. Most of pikachu's combo game is made up on the fly because based on DI you will almost always find another aerial that will hit.