Ok, so there's obviously quite a bit of speculation as to what's going on with Brawl, but there are some things that have been shown or hinted at, but not announced. I'll start with what we already know:
Pit (from "Kid Icarus")
Wario (from "Wario Land" series)
Zero Suit Samus (from "Metroid: Zero Mission")
Ike (from "Fire Emblem" series)
Pokemon Trainer (from "Pokemon: Fire Red/Leaf Green")
Diddy Kong (from "Donkey Kong" series)
Mario (from "Super Mario" series)
Link (from "Legend of Zelda" series)
Kirby (from "Kirby" series)
Pikachu (from "Pokemon" series)
Fox McCloud (from "Starfox" series)
Samus Aran (from "Metroid" series)
Princess Zelda (from "Legend of Zelda" series)
Bowser (aka King Koopa from "Super Mario" series)
Donkey Kong (from "DK" series)
Yoshi (from "Yoshi's Island" series)
Peach (from "Super Mario" series)
Battlefield (from "SSBB")
Delfino Plaza (from "Super Mario Sunshine")
Yoshi's Island (from "Yoshi's Island DS")
Lylat Cruise (from "Starfox: Assault")
Bridge of Eldin (from "Legend of Zelda: Twilight Princess")
Smashville (from "Animal Crossing")
Rumble Falls (from "Donkey Kong: Jungle Beat")
Skyworld (from "Kid Icarus")
Castle Siege (from "Fire Emblem")
Wario Ware (from "Wario Ware Inc.")
Gooey Bomb, Cracker Launcher, Crates and Barrels, Banana Peel, Bumper, Pitfall (Animal Crossing), Smoke Ball Franklin Badge and Superspicy Curry
Assist Trophies: Hammer Bro, Nintendog, Samurai Goroh, Dr Wright, Knuckle Joe Devil and Andross
Poke Balls: Chikorita, Goldeen, Groudon, and Deoxys
Menu Theme from SSBM, Ending from Yoshi's Story, Boss Battle from Super Metroid, Ocarina Medley from LoZ: OoT, Space Armada from Starfox, Underworld/Grim Reaper/Game Over from Kid Icarus, and Go K.K. Rider! from Animal Crossing
Nintendo World Trailer
Release Date Preview
ALL THREE OF THE ABOVE ARE CONTINUATIONS OF THE UPDATE TITLED This World...
Now for what has been revealed, but not announced:
Meta Knight (Kirby series)
Solid Snake (Metal Gear Solid series)
Halbird (Meta Knight's ship)
Snake stage (unless that's not what the Nintendo World trailer was showing)
Now for the things that make us truly begin to speculate:
Naisatoh made my life easier by posting a thread about them already...but they could be important too
Captain Falcon? The presence of Samurai Goroh seems to say yes...
Ness? Well the Earthbound logo and Mother item say yes...
Meta Knight's ship shows up and let's out a bunch of spores, but here he is fighting baddies...what's his story?
Zero Suit Samus is said to merely be a result of Samus's FSA, but does she play a prominent role in the Subspace Emissary?
Escape or rescue mission?
I will continually update this thread (hence the millions of spaces) as we find out more info, or if someone else has something I have forgotten, or that they would like to contribute. Other than that, discuss!