We now know that Link has parents, an uncle, a grandmother and a sister. Is it mentioned in other Zelda games if he has other relatives? Brother, cousins, a grandfather and so on?
It doesn't really matter, but no, I don't think there has ever been any mention of any other family members.
With each reincarnation, though, he obviously has a mother, father, and grandparents...
Link is usually by its own in most installments. He tends to have very little relatives. I suppose that is to make him more of a loner and then give him a companion. Strangely enough even in games like TP and SS, where he is very involved with other characters, Link has no relatives at all. Makes me wonder if will ever know more about his relatives. The thing is he will never have parents present in his life, like his status of hero requires that or something like that.
There have been references to his mother in OoT, but other than that, I'm not sure.
In the manga, I believe they may have mentioned his father, but who knows.