Smash Brethren

Smash Brethren is the friend ship between Marth, Roy, Ike, Lucina, Robin, Corrin, Chrom and Byleth.

Canon
In Robin and Lucina's reveal trailer for the fourth game, they meet Marth and Ike, whom they recognize as the Hero King and the Radiant Hero respectively. They then fight each other.

Roy's reveal trailer is a direct sequel to Robin's and Lucina's trailer, Roy joins the fight, telling the others not to forget about him.

In Corrin's reveal trailer, there's a very brief shot of Corrin fighting all of the previous Fire Emblem characters at once, to demonstrate their strength.

In Chrom's reveal trailer for Ultimate, Chrom is shown working together with Roy, Ike and Corrin to defeat Bowser.

In Byleth's reveal trailer, he is shown fighting Marth, Roy, Ike and Corrin in that order. Ike and Roy are shown taunting him when he's defeated by Cloud.

Marth
Marth has joined Smash alongside Roy in Melee. He had fought alongside Ike in Brawl's story mode. He is directly related to Chrom and Lucina as their ancestor. Though Marth is playable in both Awakening and Fates, neither Robin nor Corrin can support with him.

Roy
Roy and Marth were added in the same game, Melee. Though Roy is playable in Awakening, he can't support with anyone.

Ike
Marth and Ike were the only Fire Emblem characters in Brawl and fought alongside each other in that game's Story Mode. Though Ike is playable in Awakening and Fates, he can't support with anyone. However, he does have a descendant named Priam in Awakening, who can S-support with Robin and even conceive a child with her.

Lucina
Lucina is descended from Marth through her father, Chrom and holds the Hero King in such high regard that she assumed his identity in Awakening as a symbol of hope for her people. However, should she win a match against Marth, she will rudely question his status as Hero King. She does the same if she wins a match against Ike. She can S-support with the male Robin in her home game, but bizarrely can also be conceived by the female Robin, if Robin S-supports Lucina's father instead. Despite being playable in Fates, Lucina can fight Corrin, but can't support with either Male or Female Corrin.

Robin
Robin can marry into Marth's family if they S-support either Chrom or Lucina. Robin can also marry into Ike's family if she chooses to S-support his descendant Priam. Unlike most prior characters brought into Fates, Robin can actually support with Corrin, but can't S-support with them.

Corrin
Corrin has the option to challenge Marth, Ike, Lucina and Robin to a fight and recruit them, since those four were the Fire Emblem characters who already had amiibo made of them by the time Fates was released. However, they can only support with Robin, being the only other Avatar.

Chrom
Chrom is Marth's descendant. He's also Lucina's father. He can S-support the female Robin.

Fanon
Due to their shared origins as Fire Emblem characters in Smash, people often like to portray them as a group of friends.

Robin, Corrin and Byleth are sometimes portrayed as female, to restore the gender balance with Lucina being the only girl.

Fandom
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Trivia

 * The ship name stems from a series of DLC levels for Fire Emblem: Awakening, in which Roy and Ike's armies are fought.