Mecha Zangief
This guy is one of the only 3 people who can't block in this game. He is useful since his attack power and defense is maxed out. He loses even more speed, but he doesn't take too much damage, so this can be made up for. With this guy, go on pure offense. Keep on attacking, especially with the attacks that can't be blocked, and eventually you'll put them in the corner where they are completely defenseless. If you are facing him, use your best keep away moves, and all of the beam supers that you can possibly pull out. If you don't, you'll get stuck in the corner with nothing to do but try to get out. If you learn how to use this form of Zangief effectively, then this will be the best thing that was ever made in these games.
Special Attacks
Spinning Clothesline - 3P
Spinning Lariat - 3K
Siberian Blast - QCF+P
Air Suplex - DPM+K
Siberian Bear Crusher - HCF+K
Siberian Suplex - HCF+K(when he doesn't have to take a step)
Spinning Pile Driver - 270+P
Super Attacks
Final Atomic Buster - 270+2P
Siberian Blizzard - 270+2K
Regular Zangief Morph - RDPM+2K
Combos
FK, 3K, 270+2K
This is a nice little combo that links into the Siberian Blizzard. In this combo, do a FK for one hit, then cancel that out into the Spinning Lariat. Cancel the Spinning Lariat out into the Siberian Blizzard after the one hit that it does. Zangief will then spin into the air hitting the already air-bourne opponent. This can do some serious damage. Another variation for it would be when the opponent is in the corner. When they are in the corner, let the FK hit for both hits. This will do more damage than the one hit.
FK, DPM+MK
In this, hit them with both hits of the FK then cancel that into an Air Suplex. Due to Zangief's slow speed, you won't be able to link the Air Suplex into the combo, but he will catch them since it's an unblockable move. Be sure to use the MK on the Air Suplex or it will not catch.