There aren't any games that I'd say really sucked. However, two games in particular do sort of rub me the wrong ways for different reasons. One is Zelda 2 (How original of me!) and the other is Twilight Princess.
Zelda 2 is just really different, and while I don't think this is necessarily a bad thing, I think it could've been better as a stand alone title. If it weren't for a sprite that resembles Link in it, one would assume it was a different franchise of its own. Plus it's balls-gratingly difficult for someone as unskilled in video games as I am.
Twilight Princess is harder to explain, but the things that really annoy me about this game is the story. I know, I know, not quite as important as gameplay in terms of Zelda but it still matters. I mean, the idea with the dark interlopers is cool, very cool actually, but I really don't think it reached its full potential. We barely got to see the twilight realm, and when we did, it felt like a dungeon, not it's own world. I think it would've been far cooler if we had actually went into the twilight realm after arbiter's grounds and had a few dungeons there. I find it difficult to sympathize with Midna and her people about their world being taken over when I don't even get to see barely any of it. Also, I hate what that game did to Zelda. I thought she was bland and insignificant, especially when you compare her to likes of Tetra. If Midna hadn't almost been killed, she could almost be taken out of the game completely. Link's more than capable to use a bow while on horseback, so she's not even really needed for the final battle either. And Ganondorf was felt tacked on at the end, there was hardly any build up to him from the beginning of the game and they ruined Zant by adding him. There was a truckload of useless, unmemorable characters who served no purpose. The world felt empty and desolate, and Epona became utterly useless once you got the ability to warp. The gameplay itself was fine, and of course it was, it's a Nintendo-made Zelda, but it wasn't anything special. It's not a bad game, just a little lack-luster in my opinion.