The Legend of Zelda (Series)
Main Series
Zelda II: The Adventure of Link
The Legend of Zelda: A Link to the Past
The Legend of Zelda: Link's Awakening
The Legend of Zelda: Ocarina of Time
The Legend of Zelda: Majora's Mask
The Legend of Zelda: Oracle of Ages
The Legend of Zelda: Oracle of Seasons
The Legend of Zelda: The Wind Waker
The Legend of Zelda: The Minish Cap
The Legend of Zelda: Twilight Princess
The Legend of Zelda: Phantom Hourglass
The Legend of Zelda: Spirit Tracks
Spin-off games / Side Games
The Legend of Zelda: Four Swords
Originally released on the Game Boy Advance as part of the re-release of A Link to the Past, Four Swords was released in 2011 as Four Swords: Anniversary Edition as a free download on the DSi Shop
The Legend of Zelda: Four Swords Adventures
Released as part of a bundle with the Wii Zapper
CD-i Games
In 1993, Phillips gained the right to use several Nintendo characters, including Link, Zelda, and Mario. As a result, they released three Zelda games on the Phillips CD-i. These games aren't considered canon by most Zelda fans, in fact, they tend to be considered with what could be politely phrased as 'great disdain'. These games are infamous for their terrible quality.
Tingle Series
Freshly Picked Tingle's Rosy Rupeeland
Color Changing Tingle's Balloon Trip of Love
Japanese Nintendo Club exclusive title
Not really a game, but released as DSiWare in Japan only
BS Games
The Legend of Zelda: Ancient Stone Tablets
LCD Games
Zelda no Densetsu: Kamigami no Triforce
Compilations
The Legend of Zelda: Collector's Edition Features The Legend of Zelda, Zelda II: The Adventure of Link, Ocarina of Time, Majora's Mask, and a playable demo of The Wind Waker. Only released as part of a GameCube bundle
Other games featuring Zelda
Besides the main Zelda series and its spinoff games, Zelda characters have been featured in other games series as well
Features Link as a playable character
Features Link, Young Link, Zelda/Sheik, and Ganondorf as playable characters
Features Link, Toon Link, Zelda/Sheik, and Ganondorf as playable characters
Link is featured as a playable character in the Gamecube version of Soul Calibur II