George Harrison talked about the possibility of Sonic in Super Smash Bros. Brawl in an interview with Gamedaily:

BIZ: Is this partnership perhaps an indicator that we might indeed see Sonic make an appearance in the upcoming Wii title Super Smash Bros. Brawl?

GH: We can’t really comment on any sort of hidden characters in Smash Bros. at this point. Simon did reference that we’ve had a growing cooperation and respect over the last few years, and I think each success builds on itself. So we expect this game to be very successful. I am a little concerned about Sonic’s speed when he’s racing Mario in a footrace, so we’ll have to see how we can equalize that.

He avoids the question, but there are definitely some more secrets about the game we don’t know about.

Source: Gamedaily