One thing I found is that when you play the Ocarina of Wind in The Minish Cap, it plays the beginning of the intro theme of Ocarina of Time, but a bit more sped-up.
The figurine gallery in Wind Waker has the Bunny Hood, Goron Mask, All-Night's Mask, and I believe the Keaton Mask hanging on the wall.
In A Link to the Past, there are some paintings of Mario located in Kakariko Village. If you pull on their moustaches, ruppees pop out.
In Majora's Mask, the four forms of Link play Ballad of the Wind Fish. Compared to the original one in Link's Awakening, it sounds awful (in my opinion).
I think most, or all, of these were already mentioned. For now, they're all I can think of, not including the thought of the billions of Mario references in Link's Awakening.