In this video from SSBM Tutorials, they discuss the tricks Sheik can perform in conjunction with various stage platforms. That’s not the only thing she can do, but this one gets a little more tricky.
Using a combination of short hop, fast fall, and her neutral air, she can create an insane amount of pressure from a tactic known as the Sami Nair. While this sounds great in theory, in practice, the amount of precise inputs required to do this and not get an up-air or down-air makes this one of the more difficult techniques in Super Smash Bros. Melee.
Source: SSBM Tutorials