Barely even played them in Smash. If you'd ever once looked at, played or watched any of those characters at least once each you'd know how differently they operate on a gameplay level.
Though if you want story differences, I guess I can supply, sorry for being rude earlier.
Link is from the timeline of Twilight Princess' story, which is why he has his design from that game; Toon Link, however, is on literal terms a completely different character, being from the timeline that spawned Spirit Tracks and Phantom Hourglass, as well as the Wind Waker. On the gameplay end of things, Link is (despite being larger) more combo and damage-based, having extremely hard hitting attacks, whilst Toon Link is much faster and capable of being an absolute pest at any time by pelting you with as many smacks to the head with his toothpick of a Master Sword as he wants.
Marth is a Lord from three or more of the Fire Emblem games, I think. Roy is from Binding Blade, and Lucina is from the recent game FE: Awakening.
Roy has no direct connection to Marth, though he knows his legacy as the great Hero-King; Lucina is a _very_ deep in ancestor of Marth, however, and spends a good bit of time in her own timeline (iirc, I've never played awakening this is just stuff I remember) actually impersonating Marth. She's EXTREMELY similar to Marth in terms of fighting style and looks in canon (until she reveals herself), and uses the exact sword that he did previously, the Falchion. On the gameplay end of things, while Marth is heavily combo and spacing based (because of his extremely strong sword tip), Lucina's gameplay is much more lenient, allowing for a good bit more brute force and up-close combat due to not having a weak blade hilt and being able to kill an opponent from any range. Roy, on the other hand, uses the Sword of Seals; he is much faster in the ground and air than Marth and Lucina in terms of movement. He has slightly worse framedata than Marth and Lucina, but has had a direct flip of Marth's tipper mechanic since Melee: rather than killing things best from the tip, the tip of his sword is extravagantly weak, which puts all of the force of his hits on the hilt of his sword, where a lot of characters can be killed by a forward smash from a measly 75%. He also has access to better throw combos than either of the other 'Marth's, but suffers from having a shorter sword (due to now holding it backwards, a la Power Rangers Samurai's gold ranger, the only person I can think of off the top of my head who does the same thing) and having the weak tip, meaning he has to be close to accomplish anything.
It's the kinda minor differences that count, I guess.
TBH I was only offended for a second because I thought you were going to preach that wolf is a clone and a sin or something