Zurees appear as enemies in Smash Run. They attack by disappearing and reappearing to attack you. They are completely immune to all attacks when they are invisible.
The Zuree usually live in the Underworld, but in Kid Icarus, Medusa set them to work guarding the Palace in the Sky. In Smash Bros., they appear as a silvery mist, waiting until they've floated close enough to a fighter before showing themselves and attacking with their sharp claws. That's your cue to fight back!