NES: Legend of Zelda, Adventure of Link
SNES: A Link to the Past (still unopened)
GB/GBC/GBA: Minish Cap, A Link to the Past + Four Swords, Link's Awakening, Oracle of Seasons (Oracle of Ages should be coming soon, it's the one mainstream Zelda I don't own a physical copy of)
N64: Ocarina of Time, Majora's Mask,
GC: Wind Waker, Ocarina of Time, Four Swords Adventures, Twilight Princess, Ultimate Collector's Edition (Ocarina of Time, Majora's Mask, Legend of Zelda, Adventure of Link)
Wii: Twilight Princess, Link's Crossbow Training, Skyward Sword
DS: Phantom Hourglass, Spirit Tracks
3DS: A Link Between Worlds, Tri Force Heroes, Ocarina of Time 3D, Majora's Mask 3D
Wii U: Wind Waker HD, Hyrule Warriors, Twilight Princess HD (Preordered), Zelda U (Preordered)
VC: Legend of Zelda, Adventure of Link, A Link to the Past, Link's Awakening DX, Oracle of Seasons, Oracle of Ages, Minish Cap
Also have a **** ton of merchandise but I dunno if that really qualifies for this thread, so I'll just save those for another day.