"At last, Andross, you show your true form!" - Fox to Andross, StarFox 64

Ever since his first appearance in 1993's Super NES space shooter StarFox1, Fox McCloud has been the space pilot extraordinare of the Nintendo universe. The son of famed aviator James McCloud, Fox assumed command of the StarFox team following his father's death at the hands of the evil ape scientist Andross. Although the villain was banished from Corneria, his eventual return led Fox to take the StarFox team to the outer edges of the Lylat System to get revenge on his father's killer. 1998's StarFox 64 is a retelling of this tale, although it adds a new wrinkle in the form of Fox's arch rival Wolf O'Donnell, the leader of the villianous StarWolf team. During the final battle against Andross Fox met up with the ghost of his father who then led him to safety.

Fox appeared on foot in 1999's Super Smash Bros. where he wielded a mean laser blaster and mastered some complicated kicks in the Corneria level. He returned for another fight in 2001's Super Smash Bros. Melee in virtually the same role, although this time joined by team mate Falco Lombardi and a new Starfox-themed level: Venom. He traded his laser blaster for a staff in 2002's StarFox Adventures: Dinosaur Planet, a Rare/Nintendo co-production in which Fox (at General Pepper's behest) aided the creatures of Dinosaur Planet from a planet-shattering fate set into motion by General Scales and the revived Andross. Fox's next adventure will arrive in 2004 for the Nintendo GameCube: StarFox Assault (previously known as StarFox Armada) and comes to us from Namco and promises to be a return to traditional StarFox shooter space action.

1 The European versions of the StarFox saga go by different names than the rest of the world. In Europe StarFox is known as Starwing and StarFox 64 is titled Lylat Wars.


References:
http://www.classicgaming.com/tmk/
http://www.GameFAQs.com
http://www.nintendo.com
Did I miss an appearance? Please let me know.