Hello! For all purposes this video will guide you better than any of us could in terms of depth. Wonderful video by smashcorner.
https://www.youtube.com/watch?v=agTPENb_1gY
If you want a summary:
Samus can escape anytime by using Screw Attack. Word of Caution, once I know a Samus main is going to do this I will typically bait it to get a free usmash, so be careful.
For heavier chars just block/ DI down and block (Useful for: Falco, Fox dittos, and a few others).
Up B works for quite a few others (Marth, Lucina, Samus).
And some are just screwed (Mewtwo, Ness, Shulk etc).
While some can't escape it when at high percents (Mario, Luigi, Pikachu).
In general, trying to air dodge really never works. Trying to jump out of it does work for some like Jigglypuff if you DI up and away from Fox. The video outlines every char so watch it if you need more info. Hope this helped