The Archives, found in the Data submenu, allows players to view two videos:
How to Play: A small instructional video that is to teach players how to play Melee.
Special Movie: An almost-fifteen minute long video, showing off much of the gameplay in Melee; it features a role-call of the starting fifteen characters, and it also shows multiple aspects of the game, such as various items and trophies, and how the single-player mode works.
The Archives menu is only available in the NTSC versions of Melee. The PAL versions remove the menu, as well as the Special Movie; in the Data menu, its place is taken by a dedicated menu selection for the How to Play video.
The fourth game features "introduction" clips for various characters, relating to an Adventure Mode equivalent. All of them were initially released online by Nintendo, either individually or on a Nintendo Direct. Here is a list of known videos that are available in the game:
Looks Like We Don't Have a Choice!/Now It's Shulk Time! (game only) - Shulk's confirmation trailer. Also hinted at Xenoblade character Metal Face's appearance, which would be confirmed as a stage boss in Gaur Plain in the Wii U version.
The Future King /The Future of Evil - Bowser Jr. and the Koopalings' reveal trailer, shown at the end of the Wii U version-based Direct in October 2014.
One Dog, One Bird, One NES Zapper /An Unlikely Team - Duck Hunt's reveal trailer, shown during a general Nintendo Direct in November 2014. This movie is not available initially and it's unlocked along with Duck Hunt.