I would consider LoZ and BotW to both be open world. Other games have elements of an open world as well.
To place them on a continuum with 10 being most open and 1 being a side scrolling game, here's my thoughts. I haven't played Triforce Heroes so I have no thoughts on that.
10 - BoTW - There's very little the game blocks off. The player is restricted to the Great Plateau at first but not for very long and the Great Plateau itself is very open.
9 - LoZ - There are a few things you can't do right away, but almost nothing feels like an arbitrary barrier to me. You are limited by what items you have, but even most of the overworld can be traversed immediately without most items.
7 - A Link Between Worlds - I think this game strikes the best balance in the series between open world and not being open world. You are playing through a set narrative structure, but things don't need to be done in a certain order if there isn't a narrative need for them to be in a certain order. I like the structure of doing a set number of dungeons to unlock another portion of the game which then also has dungeons that don't have a strict order. The handling of items was great in my opinion with tools being given to the player to make decisions about how to play and what to prioritize.
5 - Ocarina of Time - This game gives the player quite a few options about what to do when they choose to do so, but there are some places blocked off for little reason (the rocks blocking Zora's River are pretty pointless for example). What sets this above all the games after it for me is that you can do several of the dungeons in any order even with the most strict definition of glitchless possible. Once you are adult Link, you can do the Forest Temple, Fire Temple, or Ice Cavern in any order. You can finish the Spirit Temple before entering the Fire Temple or finishing the Water Temple. You can skip the Bottom of the Well entirely because the handful of things "requiring" the Lens of Truth are very easy to do without it with a little memorization. The game lets you do a lot of stuff whenever you want. The weirdest challenge I have done is earn the Gerudo Membership Pass before the hookshot (use Epona to reach Gerudo Fortress and be super careful to avoid the guards without a way to stun them).
4 - Wind Waker - The ocean is really awesome and open, but you can't go anywhere you want until after the second dungeon. Once the game does open up, there are so many options and cool things to do. The thing that holds this back for me is the unnecessary forcing players to do the dungeons in a certain order. To be clear this doesn't bother me if there's a good reason for the story. However, the two sage dungeons are set up in the story like you could do them in either order, but you are forced to do the Earth Temple before the Wind Temple. That single design decision bothers me so much. It's insanely frustrating to play through the game once, notice that these should be able to be done in either order, trying it and being prevented, and then researching for hours to figure out if you are just crazy or the game was designed in a way that makes no sense. Also as a preventative measure, if you think you remember being able to do it in either order, I'm pretty sure you're misremembering the game. I've played my North American gamecube version and Wii U remake version, and you absolutely cannot do those dungeons in either order in my copies of the game (Makar never appears in the area you find him until the Earth Temple is complete). However, the side content is very open once you get into the mid to late game so I appreciate that.
3 - Skyward Sword - This game had hints of an open world but mostly was sending you in specific directions the whole game. The sky is open, but there's just some side content to do up there. The ground areas are open once you go through them once, but you do have to do them in a specific order to open them up. This game definitely could have given the player more options in the second half of the game without impacting the story at all. With just a couple minor tweaks to the puzzles such as removing a whip bar in the Sandship, you easily could have been able to do the Ancient Cistern, Sandship, and Fire Sanctuary in any order. I really don't like when games introduce "get three things" but then only let you do them in a set order. One nice thing is that you can do the song of the hero in any order. I don't know why they didn't do the same for the corresponding dungeons in those three regions.
3 - Twilight Princess - This has the same complaints I have about Skyward Sword, but I feel like there is more of a narrative reason for linear dungeon progression in this game. You don't know what you'll need to collect when you go into the desert and the whole City in the Sky episode kind of needs to be done when it happens in the story. However, with some work, the second half of this game could have been more open. The overworld is not very open when you first go through the world, but once you are in the mid to late game, it lets you do quite a lot of things. The hidden caves are very cool and feel great for exploration. More games should have things like that.
Overall I think my ideal Zelda game in terms of open world has the classic structure but gives the player more freedom than it typically has. I feel BotW took things a little too far by removing some classic Zelda items, and the dungeons need to come back to the quality we're used to in the other 3d games. If Nintendo makes an original 3d game with the same design philosophy of A Link Between Worlds, I think that would be my favorite game in the series.
