Ocarina of Time: Wall Masters come to mind, and while they don’t appear everywhere, they’re still a pain in what areas they do appear in. Let one of these creeper hands get the drop on you and it’s all over, you’ll be pulled upwards by the neck and dropped at the entrance of whatever area you were currently exploring, it can get annoying if they keep getting ya.
Majora's Mask: Takkuri Bird, this giant thing flies around the entrance to Milk Road and will attack you, worse part is that if it hits you you’re gonna find something from your inventory stolen now. If you want the item back you gotta go to the Curiosity Shop late at night and buy it back there, which kind of sucks if you’re short on Rupees. Only after you get the Bow can you kill this damn bird, and even then it takes 15 successful hits with normal arrows which may take awhile, however if you do kill the Takkuri you’ll be rewarded with a Giant Rupee worth 200 Rupees.
The Wind Waker: Miniblins, oh man, these little buggers are annoying and stubborn. Slash 'em and bash 'em all you want, but if you ask me just avoiding them if you can is the best idea, that demented laughter of theirs alone is enough of an annoyance in general really.
The Minish Cap: Definitely the Ice Wizrobes, they appear later on in the game but can be very annoying. Just freezing you solid and attacking you while you’re immobile, they’re as cold as the magic they wield.
Twilight Princess: Gotta say those Puppets the Skull Kid summons, they may only appear during two sections of the game, but they are rather creepy and are just there to pester you.
Skyward Sword: Technoblins, these guys are just a pain, the normal Bokoblins were annoying enough with their blocking strategies but these futuristic variations are far worse as their weapons are electrically charged and will zap you if you screw up.