Here are the stages you don't have to unlock. They go in order by series. Be sure to copy and paste them into a program like paint to see the full size of the stage.
Final Destination has appeared in every Smash Bros game, whether it was a playable stage or not. In Melee it was a locked stage, while in Brawl it wasn't. Here in Frenzy, this stage is indeed locked. This stage belongs to nobody.
Super Mario Bros:
Super Mario Bros is the game where Mario and Luigi came from. Wh not have a stage dedicated to them? Now, this isn't the entire stage. This is just the beggining of the stage. It slowly moves to the right. This is Mario's stage.
Onett comes from the Earthbound series (known as Mother in Japan). The game was a great RPG. Since we have two characters from the game as playable characters, we figured that we should have a stage dedicated to them. It will sometimes have cars zooming by to hit you. This is Ness's stage.
Yoshi's Island in Frenzy is just like it was in the SNES or GBA game. Nothing will happen on this stage. It's pretty basic. This is Yoshi's stage.
Bowser's Castle is a fairly basic stage. You don't need to unlock it. Picture this stage as Bowser's own stage.
Bowser's Domship is another normal stage. The only thing that'll happen on the stage is that bullet bills will sometimes come and smash you. This stage belongs more to Bowser Jr than Bowser.
This stage comes from Wario Land 4. You can't be defeated by being knocked off from the side of the stages, but only from falling down or being hit to the top of the screen. This is Wario's stage.
The Halberd is a stage that slowly side-scrolls. It goes back to the beggining once it reaches the end.
This is a unique stage. In the picture below, the fight begins in the top picture. After 20 seconds, the screen flashes and moves to the next picture. After another 20 seconds, the screen flashes and moves onto the third picture. After yet another 20 seconds, the sceen flashes and goes back to the top picture. Unlike Brawl, there are no Game and Watch characters that can hurt you. This is Mr. Game & Watch's stage.
This is the Sonic the Hedgehog stage in Frenzy. While fighting, the gravity will sometimes change and make you stick to the walls. The camera angle will change also. This is Sonic's stage.
Shadow Moses Island:
Unlike Brawl's version of Shadow Moses Island, this version doesn't have watch towers, and this one is a little icy. There's also only one platform to stand on. So most of this battle shall take place at the bottom of the area. This is Snake's stage.