This is gonna be a long list...
Clothes:
"Life" t-shirt (2 1/2 TLOZ hearts on a black background)
"Pure Gold" t-shirt
Link fighting Darknuts t-shirt
Link and Zelda stained glass window sky blue t-shirt
"Hero of Hyrule" olive t-shirt
Hylian shield t-shirt
TLOZ Link green t-shirt
"Legend At Work" brown t-shirt
"Don't make me go Zelda on you" TLOZ t-shirt
Legend of Zelda TLOZ and ALTTP Link pajama bottoms
Twilight Princess Hylian Shield black hoodie
Twilight Princess black baseball cap
Crest of Hyrule iron belt buckle
Crest of Hyrule gold belt buckle
Legend of Zelda Twilight Princess wallet
The Legend of Zelda logo sweatband
Handmade Link hat replica
Sleeveless green tunic (used during Halloween or Ren Faire to dress as Link)
Longsleeve brown sweater (worn under green tunic)
Rubber pointed ears (worn with the above)
Khaki pants (while not technically Zelda, I wear it with the above for the full ensemble)
Games:
The Legend of Zelda - Gold cart
Zelda II: The Adventure of Link - Gold cart
The Legend of Zelda: A Link to the Past - Player's Choice
The Legend of Zelda: Link's Awakening
The Legend of Zelda: Link's Awakening DX
The Legend of Zelda: Oracle of Seasons
The Legend of Zelda: A Link to the Past/Four Swords
The Legend of Zelda: The Wind Waker
The Legend of Zelda: Four Swords Adventures
The Legend of Zelda: The Minish Cap
The Legend of Zelda: Collector's Edition
The Legend of Zelda: Ocarina of Time/Master Quest
The Legend of Zelda - Classic NES Series
Zelda II: The Adventure of Link - Classic NES Series
The Legend of Zelda: Twilight Princess - Gamecube
The Legend of Zelda: Twilight Princess - Wii
The Legend of Zelda: Phantom Hourglass
The Legend of Zelda: Spirit Tracks
The Legend of Zelda: Skyward Sword (Special Edition with Gold Wiimote)
The Legend of Zelda: Ocarina of Time 3D
*Ocarina of Time N64, Majora's Mask N64, and Oracle of Ages belong to my brother :/ Need to get them myself
Books:
The Legend of Zelda Hyrule Historia
The Legend of Zelda Tips & Tactics
The Legend of Zelda A Link to the Past Nintendo Player's Guide
The Legend of Zelda A Link to the Past Instruction Booklet
The Legend of Zelda Link's Awakening Nintendo Player's Guide
The Legend of Zelda Link's Awakening Instruction Booklet
The Legend of Oracle of Seasons and Oracle of Ages Official Pocket Book
The Legend of Zelda A Link to the Past Prima's Official Strategy Guide (GBA)
The Legend of Zelda A Link to the Past/Four Swords Instruction Booklet
The Legend of Zelda Instruction Booklet (GBA)
Zelda II: The Adventure of Link Instruction Booklet (GBA)
The Legend of Zelda The Wind Waker Prima's Official strategy Guide
The Legend of Zelda The Wind Waker Instruction Booklet
The Legend of Zelda Collector's Edition Instruction Booklet
The Legend of Zelda Four Swords Adventures Nintendo Official Player's Guide
The Legend of Zelda Four Swords Adventures Instruction Booklet
The Legend of Zelda Twilight Princess Gamecube Version Premier Edition Prima Guide
The Legend of Zelda Twilight Princess Gamecube Version Instruction Booklet
The Legend of Zelda Twilight Princess Wii Version Instruction Booklet
The Legend of Zelda Phantom Hourglass Collector's Edition Prima Guide
The Legend of Zelda Spirit Tracks Collector's Edition Prima Guide
The Legend of Zelda Ocarina of Time Manga Part 1
The Legend of Zelda Ocarina of Time Manga Part 2
The Legend of Zelda Majora's Mask Manga
The Legend of Zelda Ocarle of Seasons Manga
The Legend of Zelda Oracle of Ages Manga
The Legend of Zelda Four Swords Manga Part 1
The Legend of Zelda Four Swords Manga Part 2
The Legend of Zelda A Link to the Past Manga
The Legend of Zelda Phantom Hourglass Manga
The Legend of Zelda and Philosophy by Luke Cuddy
Nintendo Power Volume 34: The Legend of Zelda A Link to the Past
Nintendo Power January/February 1989: Zelda II The Adventure of Link
Music:
The Legend of Zelda Twilight Princess Original Sound Track (came with replicas)
*I have other soundtracks, like Link's Awakening, Sound and Drama, and The Wind Waker, but I had to rip them. Intending to replace my ripped copies with official ones in time.
Replicas:
Full-scale near-exact replica Twilight Princess Master Sword*
Full-scale near-exact replica Twilight Princess Ordon Sword
Full-scale replica Hylian Shield (fiberglass)
1/6th scale replica Master Sword and Hylian Shield set (came with Twilight Princess OST)
Replica Ocarina of Time (Works!)
Pendant of Courage (green dragon tear pendant from Ren Faire)
Pendant of Power (blue dragon tear pendant from Ren Faire)
Pendant of Wisdom (red dragon tear pendant from Ren Faire)
*Swords are near-exact as there are only slight differences from those in the games. The Master Sword is metal in color with a red crystal, rather then blue with a yellow one, and the Ordon Sword has some slight accenting on the guard and pommel and no leather grip
Figures:
Link, Zelda, Ganon Ocarina of Time action figures (need to replace due to wear)
Large Ganon Ocarina of Time action figure (also needs replacing)
Zelda, Impa, and horse action figures
Young Link and Epona Majora's Mask figure
Legend of Zelda Link vs Gohma Trophy
Systems:
Limited Edition Zelda Phantom Hourglass Gold Nintendo DS Lite
Limited Edition Zelda Ocarina of Time Black Nintendo 3DS
Limited Edition Zelda Skyward Sword Gold Wiimote
Other:
TLOZ Link keychain
TLOZ Link car windshield dangle
The Legend of Zelda logo Nintendo Collector Pin (unopened)
Link Klik candy dispenser (unopened)
Hylian Shield candy tin
Legend of Zelda Ocarina of Time Game Boy Candy & Game (unopened)
Johnny Lightning Racing Dreams Zelda 1/64 scale die-cast car
Twilight Princess Gamecube Skin
Phantom Hourglass bookmark
Phantom hourglass DS Lite case and materials
The Legend of Zelda The Complete Animated Series (yes, I hate it, but it's Zelda. If I had the CD-i games, I'd lock them away in a box so as never to be played again)
Many Zelda posters, wall scrolls, and maps (enough that I don't are to name them all)
I'm certain I have more, but I don't recall. If I remember, I'll add them into my list.