Stats
Strength: Great (Super Mario Bros. 2)
Dash Speed: Same as Sheik and Zero Suit Samus (Tied for 4/39) (Super Mario Bros. 2)
Jump: Same as Link (32/39 in Brawl) (Super Mario Bros. 2)
Weight: Same as Olimar (30/39 in Brawl) (Mario Kart)
Abilities
Wall Jump: Yes (New Super Mario Bros. Wii)
Wall Cling: Yes (Wario's Woods)
Crawl: No
Specials
Neutral Special: Captain Toad digs through his backpack for a mushroom and eats it, healing 10%. If Toad is attacked during the last half a second of the move, he drops the mushroom on the ground and the opponent can eat it. The move takes 2 seconds to activate. Which is a little shorter than Mario's up taunt. This is an allusion to Toad's role as a character that gives Mario items, including the ones in the Mario Party series. This also gives purpose to his backpack.
Forward Special: Captain Toad activates his headlamp and it has the same effect as Mewtwo's disable, but with faster start up and more range. (Super Mario Galaxy/3D World/Treasure Tracker)
Up Special: A propeller platform appears below him and depending on whether Up B was activated like a Smash attack or a tilt, he will either go up fast or slow respectively. The platform will remain in place for half as long as Sonic's spring. This does not put him in a helpless state. (3D World/Treasure Tracker)
Down: A command throw that allows Toad to pick up his enemy and run with them similar to Donkey Kong. If this move is used in the air, he will grab people from directly below him. 10% (Super Mario Bros. 2/Wario's Woods)
A Combo
Captain Toad smacks his head and releases a puff of spores from his body. 6% (Mario Tennis/Smash Bros.)
Dash Attack
Captain Toad does a slide attack, that makes the opponent trip. 8% (Mario Strikers)
Smashes
Forward: Captain Toad runs forward while swinging a pickaxe up and down. Charging causes Toad to run forward, rather than increasing the power. Each hit does 15%. (Treasure Tracker)
Up: Spawns a large mushroom behind him that knocks the enemy upward. 13% (Mario Sports Mix)
Down: Captain Toad pulls out a turnip from the ground and puts it above his head. He can run freely with it, but can not do any other move until he throws it. If fully charged, Toad pulls out a bomb (not a Bob-omb). He throws his turnip/bomb faster and farther than Peach does. Turnip: 12% Bomb: 24% (Mario Bros. 2/Wario's Woods/Treasure Tracker)
Tilts
Forward: Jumps forward and tackles the opponent with his head. 16% (Mario Strikers)
Up: Takes out a green star and holds it above his head like whenever he finds a star for Mario in the games. It is a very disjointed move. 12%. (Mario 64/Mario Galaxy/3D World/Mario Party)
Down: Captain Toad spins on his head and does a break dance. Multi-hit. 15% (Mario Strikers)
Aerials
Neutral: Flails his arms around while crying. Multi-hit. 13%. (Luigi's Mansion)
Forward: Captain Toad hits them with a tennis racket, it's difficult to connect with, but powerful and has a bubble effect. 18% (Mario Tennis)
Backward: Holds a koopa shell behind him as though he was using the similar Mario Kart feature. Slow start-up, but very powerful and lasts longer than Game & Watch's turtle. 20% (Mario Kart)
Up: Toad activates a super horn that covers a large area horizontally above Toad. 15% (Mario Kart)
Down: Kicks with foot, having a forward-ish knockback. 15% (Mario Strikers)
Throws
Initial Catch: With hands.
Bash: Hit with head. 2%
Forward: Does a deke with the opponent between his feet and crashes them on the ground. (deke = juke from Mario Strikers) 10%
Backward: Backwards deke. 10%
Up: Bounces them up with Captain Toad's head. 6%
Down: Kicks forward with completely horizontal knockback, as though he were kicking a stunned opponent in Mario's platformer titles.
Final Smash
Star Festival: The Toad Brigade ship crashes down onto the stage, followed by many starbits crashing onto the stage and damage players. (Mario Galaxy)
Taunts
Up: Falls asleep.
Side: Toad puts on his head lamp, faces the player, and flashes it on, then off.
Down: Toad jumps up and down throwing one of his hands up in the air, switching per jump.