"It'sa me-a Mario! I'll-a show you the-a characters you can un-a-lock":

Jigglypuff: Complete classic or adventure mode with any character with any number of lives and any difficulty or play 50 v.s. matches.

Dr. Mario: Complete classic or adventure mode with Mario on any difficulty with any number of lives of play 100 v.s. matches.

Luigi: Finish the Mushroom Kingdom in adventure mode with a 2 in the seconds coloum. Luigi will appear in the fight instead of Mario or play 800 v.s. matches.

Falco: Complete the 100-man multi melee (i recommend using DK's ground pound attack the whole time) or play 300 v.s. matches.

Marth: Use each of the initial 14 characters at least once in v.s. mode or play 400 v.s. matches.

Roy: Complete classic mode with Marth.

Gannondorf: Complete event #29.

Pichu: Complete event #37.

Young Link: Complete classic mode with 10 different characters ( 2 of them must be Link and Zelda) or play 500 v.s. matches.

Mewtwo: Have 20 combined hours of v.s play time or play 700 v.s. matches.

Mr Game and Watch: Complete all other 24 characters "Break the Targets",  use each of them at least once in classic mode or play 1000 v.s. matches.

That's all the characters to unlock in Super Smash Brothers Melee!