I have never completed A Link To The Past sadly, despite it being the first Zelda game I played. I probably had about 10-15 deaths in the part that I got to though (That part being the 3rd Dungeon). As for Zelda I and Zelda II, I had probably somewhere around 80 deaths in Zelda I, because that game is very cryptic, and never tells you where to go, and I refused to use a game guide. As for Zelda II though, I've been playing for close to two years, and only have Three Crystals, and probably somewhere around 200 deaths, in all honesty. Yes, I have gotten the spells necessary to defeat Wizzrobe, but that dungeon is just so hard, and even getting to it is difficult because of the enemies on the surrounding Island. I pretty much would have to get there without using up any of my lives. But that's enough complaining.
In OoT, I've only beaten it twice, but however, I didn't die very much. On my first attempt, I died on a few of the bosses a couple times, but nothing too big, and on my most recent attempt, I did not die at all! I'm actually pretty happy with myself for this! As for Majora's Mask, my copy of the game is glitched in more than one ways (If Like Likes eat you, they spit you out and you swim around in place, even if you aren't in water), so I'm not sure I can give an accurate answer for my deaths, but I can beat the first two dungeons without dieing at all, because of how many times I've played through those first two dungeons alone.
On Wind Waker, On my first attempt through the game, I only died to the Pig on Outset Island (or is the evil pig no Windfall?) and on my 2nd through 7th attempts, I can complete the entire game without a single death! I really enjoy Wind Waker, so I've played it a lot, but I believe that it is naturally somewhat easy anyway though.
Last but not least, Twilight Princess! Haven't beat it, I'm only at the snow place. I also have no idea how many death's I have because I've sadly had the game since release. I just don't really like it all to much, but okay.