Well, I have a couple..
Once, I was playing on Jungle Japes, and everytime Luigi respawned, he woud just keep Luigi Torpedoing (over b) off the side of the stage.. lol, Luigi is weird..
I swear, that one time I saw a level 9 Captain Falcon WD... I went in WTF mode there for a few minutes after I saw it.. yeah I go into WTF mode alot when I fight CPU's :/
Then there is the occasional CPU's missing spikes and it is you rather that spikes them.. C falcon tried to do it to me once, but he missed. ^_^
Yeah, those are not really insane.. but I am sure I have seen them do at least something weird.. if I remember I will post it.. in the meantime, i'm going to sit and think about it..