Palutena
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Palutena is the goddess of light, and main damsel-in-distress from the Kid Icarus series.
In Super Smash Bros. Brawl, Palutena is featured in Pit's Final Smash, Palutena's Army. Pit calls her forth to assist him in battle, to which she then appears as a giant (not her actual size, but her chosen manisfestation for this appearance). She will then summon an army of Centurions to attack Pit's opponents, who attack by dive bombing at incredible speeds.
Palutena was also seen in a a screenshot for The Subspace Emissary, though little is known about her role in it. It is likely she is one of the main characters during Pit's storyline, perhaps even the damsel-in-distress.