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No, in fact Shadow isn't even in Super Smash Bros. Brawl. He is from the Sonic games. Sonic however, isn't from Super Smash Bros. Brawl but Sonic is in Super Smash Bros. Brawl.
Shadow from Sonic is not playable in Super Smash Brothers Brawl. The only playable character from the Sonic franchise in Super Smash Brothers Brawl is Sonic himself.
You cannot change sonic into shadow in super smash bros brawl
Unlock Sonic
Well, first of all, the Super Smash Bros. 2 is Melee, which never featured Sonic or Shadow. Also, Sonic is playable in Super Smash Bros. Brawl, and Shadow is unlocked as an Assist Trophy after unlocking Sonic.
Shadow is not playable, and no other Sonic characters besides Sonic himself are.
In Super Smash Bros. Brawl you cannot unlock Shadow as a playable character, you can only have him as an assist trophey.
Unlock sonic in the subspace emissary and you will get shadow the assist trophy.
You can't, unless you use a hack that makes Sonic look like Shadow.
you can texture hack sonic to make him look like shadow
Super Sonic
You can't get Shadow on Super Smash Bros Brawl, though you can change Sonic's colour to make him look like Shadow.