Firstly, there's Classic Hyrule, created by Conrad VanderWoude. It's got everything you want to know about The Legend of Zelda and Zelda II: The Adventure of Link, and quite likely even more then that.
Zelda II: The Adventure of Link (1989).
The Legend of Zelda: A Link to the Past (1992).
Next up, there's The Legend of Zelda: A Link to the Past Player's Guide by Rod Jones, the most comprehensive guide to that game anywhere. Any of your troubles while playing the game will be solved here.
The Legend of Zelda: Link's Awakening (1993).
Secrets of Koholint is the flabbergasting The Legend of Zelda: Link's Awakening department. Anders E. Ekermo, the page's creator, covers the black and white version as well as the color version.
The Legend of Zelda: Ocarina of Time (1998).
Zelda V The Legend of Zelda: Ocarina of Time, the first Z 64-game. Right now it's got all the screenshots, previews, artwork and much more.
