We need another Majora's Mask in the Zelda series. Nintendo tries too hard to make "the next OoT" and they fail every single time IMO. TWW was too lighthearted and something else about that game turned people off, TP was too similar, SS was too lackluster, and so on. However, a diamond in the rough, Majora's Mask, is what Nintendo SHOULD try to emulate.
Majora's Mask smacked us into a world we knew absolutely nothing about, and we had to race against the clock to a) save that mysterious world from a sudden impending doom, b) make everyone we come across in said world happy, fulfill their wishes before they face their apparent demise and c) find the location of our lost friend. Granted, you don't *have* to do any of that ingame. However, doing it maked Link feel human to me. The NPCs somehow were almost real – they displayed emotions unlike the billion other NPCs of the Zelda universe. We weren't tied down by the cliched Hero Story that OoT, ALttP, SS, TP and so on presented to us. MM gave us a spectacular story, amazing emotions and arguably the best NPCs Zelda has ever seen. MM was dark in a way, people were constantly worried about their gradual death and no one was happy [until you made 'em happy, that is]. That legendary game achieved all of that without having to resort to "oh...well, it's LoZ so we need a damsel in distress and we need a mere obstacle of a villain".
So yes, we do need another dark game. Not dark as in TP dark, but dark as in Majora's Mask dark. Surreal is the better word, I suppose.