Mizzo appears as an enemy in the Subspace Emmisary mode in Brawl. It can only be found in a display room in the Halberd along with other Subspace enemies, and can be seen attached to two blue tentacles and attemps to swim around.
"Within the battleship Halberd, there's a display room where a number of enemies are on display. On the way there, a number of different enemies obstruct your path, but one enemy appears only in this display room. That enemy is Mizzo. With a round body sprouting arms and legs, its appearance and swimming motions make for an extremely bizarre being."
Game: Super Smash Brothers Brawl (2008)