Caitlyn Goodwyn is a Ojamajo Doremi character and a DLC fighter in SSB4.
How to Unlock Caitlyn
Beat Classic and All-star with all the Characters on intensity 9.0 with no continues, then Caitlyn will challenge you.
Be careful because she is the strongest fighter in the game.
Unfortunately, a patch was release just a couple of hours after the launch of the 3DS version which removes Caitlyn and all her in-game files entirely.
Masahiro Sakurai himself revealed in an interview that the reason for this is because he thought Caitlyn's moveset would be too overpowered compared to the other fighters.