I have played a few Legend of Zelda games but have not finished any.
Out of all of the games, I have played the original LoZ,Adventure of Link, Ocarina of Time, and Majora's Mask via the Collector's Edition on Gamecube. Also played a 20-minute demo of Wind Waker.
Currently, I am working through Skyward Sword when I go to my friend's house (and he is a bigger LoZ fan than I am ). I suck at it.
Also have Link's Awakening DX on the 3DS but am stuck on the second dungeon because something is broken.