One-Winged Angel

Although it may seemed to have first appeared in Kingdom Hearts: Chain of Memories, it really first appeared in Kingdom Hearts Final Mix (which is only in japan). Its unknown to me on how to get in Kingdom Hearts Final Mix (since you can get it in Kingdom Hearts Chain of Memories by searching in Twilight Town later in the game), my guess is that you must defeat Sephiroth at the Olympus Coliseum's Platinum Match. Be warned, he's much harder than the final boss is.