This thread is all about the games that were on the main consoles, not the handhelds. I didn't really get into Zelda until around the Wii U era when they had the games on the eShop so I can't form an opinion one way or the other.
The Legend of Zelda (NES)
The Adventure of Link (NES)
A Link to the Past (SNES)
Ocarina of Time (N64)
Majora's Mask (N64)
The Wind Waker (Gamecube)
Four Swords Adventures (Gamecube)
Twilight Princess (Gamecube/Wii)
Skyward Sword (Wii)
Breath of the Wild (Wii U/Switch)
Tears of the Kingdom (Switch)
Echoes of Wisdom (Switch)
The Legend of Zelda (NES)
The Adventure of Link (NES)
A Link to the Past (SNES)
Ocarina of Time (N64)
Majora's Mask (N64)
The Wind Waker (Gamecube)
Four Swords Adventures (Gamecube)
Twilight Princess (Gamecube/Wii)
Skyward Sword (Wii)
Breath of the Wild (Wii U/Switch)
Tears of the Kingdom (Switch)
Echoes of Wisdom (Switch)