Illusions appear throughout The Legend of Zelda series. They come in the form of doors, walls, floors, or enemies that cannot be seen by the naked eye. However, Link can pass by them, or use an item to see beyond the illusion.
The Legend of Zelda
In The Legend of Zelda, illusions appear both in the Overworld and within the Second Quest dungeons. At the northeast corner of the Overworld, there is a hidden pathway through the northern wall that leads Link to finding a Secret Rupee Location. In the Second Quest, many rooms within dungeons have false walls that Link can actually walk right through.
The Adventure of Link
In The Adventure of Link, during Link's journey through the Palace on the Sea, Link will come across what looks like a solid wall. However, he can jump right through to progress within the dungeon and acquire the dungeon item, the Flute. Similar false walls can be found throughout the Great Palace.
Additionally, there are many enemies in Kasuto and the Valley of Death that Link cannot see, but will still take damage. Link will need to acquire the Cross from the Three-Eye Rock Palace to see these enemies.
In Link's Awakening, the Cave where Link finds the Magnifying Lens has a group of enemies that are invisible. Once Link acquires the Lens, he will be able to see these enemies. Additionally, the Secret Goriya on Toronbo Shores is also invisible and can only be seen with the Magnifying Lens.
Ocarina of Time
Illusionary walls and treasure chests can be found throughout Ocarina of Time, most notably within the Bottom of the Well and the Shadow Temple. There are walls that appear solid, but Link can walk right through them, as well as treasure chests that appear invisible. When Link acquires the Lens of Truth, he is able to see through these illusions. This is required in order to see the full form of the boss of the Shadow Temple, Bongo Bongo.
There are additional uses where the Lens of Truth can see previously invisible objects or characters. While not required, the Big Poe in the Haunted Wasteland can only be seen using the Lens of Truth. There are also hidden areas within the Gerudo Training Ground and Inside Ganon's Castle.
In Majora's Mask, there are similar illusionary walls and platforms as in Ocarina of Time. Found predominantly within the Snowhead region, Link will need to use the Lens of Truth to see these hidden platforms, as well as hidden ladders.
In Twilight Princess, there are enemies including Shadow Insects, Poes, and Imp Poes that cannot be seen with Link's naked eye, but when using Wolf Link's senses, they become visible. Additionally, the Mini-Boss from Arbiter's Grounds, Death Sword, also appears invisible until Wolf Link uses his senses.
When in the Twilight-covered areas, Link is unable to see or speak with people without using Wolf Link's senses.