Ghirahim is in Skyward Sword, and plays the role of the most active villain (arguably main villain).
You should probably buy Skyward Sword and find out.
More spoilers: Demise is the final boss, as Ghirahim revives him at the end of the game.
What? Ganandorf is only the final boss of three Zelda games, he's Beast Ganon in everything else. I think.
But yeah, Ganan(dorf) is the main villain in every Zelda game aside from Phantom Hourglass, Skyward Sword, Spirit Tracks, Majora's Mask, and maybe a few others I'm forgetting.
Edit: Minish Cap too, still probably forgetting a few more.
Oh. That explains why he got into Smash. Now, off from Legend of Zelda, onto Fire Emblem.
I am hoping a FE villain will get into SSB4. Validar would be nice, or Walhart like MR said.
So what do you guys think? I know Neosquid likes Cervantes, but he's not likely, IMO.