Concerning OoT, ganondorf made a replica of himself in the form of Phantom Ganon. There's the possibility that Dark link was created by him in the same way - to be just a copy. Considering that Zelda is Japanese - and Japanese stuff is usually pretty symolic - I think that the OoT Dark Link is not a copy of Link but more of a reflection, due to the water theme of the dungeon. Furthermore, I don't think that any of the other Dark Links have any connection with eachother, other than that they are monsters that are designed to shapeshift into Link.
I suppose AoL's Dark Link should be mentioned, as it is the first appearance of Dark Link, and happens to be the final boss. I haven't played AoL, so I can't make any serious comment other than that Link fought Shadow Link as a test.