The puzzles that come to mind when I think of hard in Zelda would be:
Ocarina of Time:
The puzzle in the Ice Cavern, the one when you need to slide the blocks in order to make the path for your self and collect the silver rupees. That one took me a while, at first it seemed pretty obvous but when I actually started to work on it, man did it give me a brain battle.
Twilight Princess
The puzzle in the Snowhead Mansion, the one with the blocks that again you needed to place in order to get across. Now that one was a handful, I think it even took me longer than the one in Ocarina of Time. To add to it, there were two but I think the first one was a bit easier than the first one.
The puzzle at the Sacred Grove. That one too me about three hours, I'm not kidding here and the worst part is that it doesn't seem to get much better the second or third time around. Maybe it takes me one or two minutes less than the previous time but either way that one was so hard the first time around, to the point that I left the screen alone for a moment so that I could plan what to do before doing it.
Either way, I love Zelda puzzles, bring more of them on! <3