You can download this SSBB save state, with all characters and stages unlocked, here: http://www.megaupload.com/?d=1F8UFKNQ

How to load it on the Dolphin Emulator:
1. Copy (or cut) the "RSBE01.s01" file.
2. Go to the directory where Dolphin.exe is saved.
3. Double click the "User" folder, then double click "StateSaves".
4. Paste "RSBE01.s01" here.
5. Run the Dolphin emulator.
6. Run Super Smash Bros. Brawl.
7. Wait until you get to the main menu. Then press "F1". If this doesn't work, go to the Dolphin emulator main menu, click "Emulation", go down to "Load State", and click on "Slot 1" (Worst case scenario, you might have to locate the file yourself.)
8. Enjoy!