The Adventure of Link
Dark Link first appeared in The Adventure of Link as the final boss who guarded the Triforce inside the Great Palace. There is a glitch where if Link runs all the way to the left of the screen, crouches, and just keeps stabbing toward Dark Link, Link will eventually defeat him without taking much damage. For help with this boss go here.
Ocarina of Time
In Ocarina of Time Dark Link is found in the Water Temple as a Mini-Boss and has the ability to jump up on your sword. If this happens hold still! Don't press "B"! When the player does this, Dark Link will cut you! Another interesting fact is that Dark Link starts out in Ocarina of Time with the same amount of Heart Containers Link has at the point, making the dark creature harder to kill if the player has collected more hearts. The easiest way to kill Dark Link in Ocarina of Time is with Din's Fire. For help with this boss go here.
He also appears in Spirit Tracks as the final boss of the mini-game found in Hyrule Castle Town called "take 'em all down"! In this game, Dark Link can perform the Great Spin Attack and also throw Bombs. Unfortunately, while in battle with him, Link cannot use his items. For help with this boss go here.