A stage jump refers to the act of travelling under a stage with a character and returning on the other side, performable on any stage that has a considerably large platform that can be skipped under. In general, it's easier to perform with good jumpers such as Jigglypuff, or characters with exploitable physics such as Meta Knight, who may utilise gliding. Stage jumps may be used to surprise an opponent, or simply for recreational purposes.
A well-known example of stage jumps is the Hyrule Jump.
Stage jumps are sometimes performed in competitive play to avoid pressure while the opponent is edgeguarding.