Toon Zelda and Toon Sheik were supposedly two characters who were going to be in Super Smash Bros. Brawl, but weren't in the final version, similar to Pra & Mai. They were found through hacking.
However, it's unlikely that they would have a Toon Sheik, since Sheik never appeared in that game, and Tetra, Zelda's pirate alter-ego did.