Air dodge grab
An air dodge grab is a technique in Super Smash Bros. Melee that allows for actions involving a grab input to be used at any time during an air dodge. Its most useful applications include air grabbing an item whilst evading it, and using a grab aerial after an air dodge for additional recovery distance. To perform the technique, the player must press the L or R button for an air dodge, then press the A button at the desired time during the air dodge, without releasing the L or R button.
Air dodge grabbing is an effective method for catching items in midair, especially if thrown by opponents, as the intangibility from their air dodge prevents them from getting hit, while they are also capable of aiming their air dodge in any direction, most notably downwards to waveland after grabbing the item. Although this application is not commonly seen in competitive play due to items being banned in tournament play, it is useful as a counter-strategy to items produced by characters, such as Vegetables and Bombs. Link, Samus and Young Link also get additional benefits from the technique due to their access to grab aerials, since they can not only get an additional boost before wall-grappling, but also avoid edgeguards more safely, as a successful wall grapple with an air dodge grab can effectively save them from the helplessness an air dodge would incur otherwise. Additionally, these characters can use air dodge grabbing to circumvent becoming helpless if they try to grapple too close to a wall, by air dodging away from the wall before grappling onto it.
Air dodge grabbing works because in the Super Smash Bros. games, a grab input is coded as a simultaneous shield and attack input, and while holding a shield button, any attack input will be registered as a grab input. This is why pressing the attack button while shielding allows for shield grabbing, and why the grab button can be used for actions such as pummels and aerial attacks, among other traits. While characters cannot grab in midair, the grab button in this situation is still used for aerial item grabs and grab aerials.
Samus possesses an additional quirk with air dodge grabbing. When very close to a wall, if she air dodges in a direction not away from the wall, then quickly wall grapples onto it while getting the most momentum from the air dodge, she will receive a large boost in that direction, becoming helpless afterwards. If timed perfectly, this can significantly aid her recovery. 
Air dodge grabbing is removed from Super Smash Bros. Brawl onwards: instead, air dodges automatically grab items during their first few frames without the need to press an attack button, and cannot grab them for the rest of their duration. Additionally, air dodges can no longer grant additional distance due to their drastic changes, rendering them ineffective for increasing the effectiveness of grab aerials in recovery, and although Super Smash Bros. Ultimate reintroduces directional air dodges, grab aerials cannot be performed out of them. However, grab aerials behave as tether recoveries rather than wall grapples, which makes them safer to use from farther distances.