A projectile is any hitbox able to leave the user's damagable collision bubbles and move by itself, and most of them can be reflected. Mines are exceptions: they are also classified as projectiles, but they can not be reflected or move by themselves. Ness' yoyo is also an exception, as it is not classified as a projectile despite its glitch. All non-item projectile attacks in Melee are special attacks and throws, usually neutral B. Common examples of projectiles include: Falco's laser (neutral B), Samus' missiles (forward B) and Young Link's bombs (down B). An example of a throw projectile is Mewtwo's forward throw, which launches multiple tiny Shadow Balls which can damage any character.
A majority of characters in Melee has at least one projectile attack; the characters that don't are Captain Falcon, Donkey Kong, Ganondorf, Jigglypuff, Marth, and Roy. It is considered a significant disadvantage to not have a projectile, because projectiles are very useful in setting up an approach.
Number of Projectiles per Character
Note: This does not include Final Smashes.