Mine Our : LOZ ,Adventure of Link ,A Link To The Past, Links Awakening, Oracle Of Seasons, Ocarina Of Time, Minish Cap, Wind Waker, (Coming Soon) Twilight Princess, Phantom Hourglass,, Spirit Tracks, Four Swords Adventures and Majoras Mask

Mines consists of this:
VC: Zelda, Zelda 2, ALttP, OoT, MM
Wii: Twilight Princess, Windwaker
GB: Links Awakening DX, OoA and OoS, Minish Cap, ALttP-Fourswords
DS: Spirit Tracks, Phantom Hourglass.
I own nearly every game

Mine is : LOZ, adventure of link, A Link To The Past/ four swords for GBA, soon to be Links Awakening, Ocarina of Time, Majoras Mask, Twilight princess, and Spirit Tracks.

NES
Boxed Legend of Zelda I & II (gold and nongold Zelda I)

SNES
Boxed Link to the Past

Gameboy (All the way through the 3DS)
Link's Awakening (Boxed GBC and 3DS)
Oracle of Ages & Seasons (Boxed)
Minish Cap (Boxed)
Four Swords (Boxed)

N64
Ocarina of Time (Gold, Boxed)
Majora's Mask (Holographic, Boxed)

GCN
Wind Waker (Both Boxed versions)
Master's Quest (Boxed)
Collector's Edition (Sealed)
Four Swords (Boxed)
Twilight Princess (Boxed)

Wii
Twilight Princess (Boxed)

Micellaneous
CDs for OoT, MM, WW, TP
The Minish Cap Gold LoZ GBA Collector's Edition Box Set (Boxed, not going to unpack to find the serial number)
Random Player's Guides
Nintendo Power Zelda Comic Collection
Japanese Oracle of Ages/Seasons Manga
Zelda (WW style) green hoodie zip jacket

I have, in order as I think of them,
Zelda 1 VC
A Link to the Past/Four Swords
Oracle of Ages
Oracle of Ages & Oracle of Seasons guide
Link's Awakening DX VC
Gold Ocarina of Time cartridge
Holographic Majora's Mask cartridge
Twilight Princess Wii

And a black Hylian Crest t-shirt that I'm wearing right now. I'm getting OoT on the 3DS the day it comes out, and whatever club nintendo stuff comes out for the anniversary too. If I can find a way, I'm getting the Australian OoT preorder bonus ocarina too.

Twilight Princess (Wii version)
OoT 64 (VC)
MM 64 (VC)
Phantom Hourglass (DS)
Spirit Tracks (DS)

I've also played the original Legend of Zelda, Minish Cap, Wind Waker, and Link to The Past. I don't own these ones, though.

Links Awakening (GBC)
Oracle of Seasons (GBC)
Oracle of Ages (GBC)
Minish Cap (GBA)
LttP (GBA)
Collectors Edition (Gamecube)
Wind Waker (Gamecube)
Four Swords Adventures (Gamecube)
Twilight Princess (Wii)
Phantom Hourglass (DS)
Spirit Tracks (DS)

I've played too many games in this series considering I'm not even a major fan of it.

Nowhere near as much as anyone else, because I tend to always sell my stuff on when I get bored of it so here's my (pitiful) Zelda collection.

Gamecube
Wind Waker
Ocarina of Time/Master Quest Disc
Zelda Collectors Edition which includes:
The Legend of Zelda
Zelda II: The Adventure of Link
Ocarina of Time
Majora's Mask

3DS
Ocarina of Time 3D (obviously not got it yet but have it on pre-order)

I've played and owned every Zelda game at one point, but I still have my four favorites: Ocarina of Time, Majora's Mask, Twilight Princess, and Wind Waker.

Gameboy Advance
A Link to the Past
Minish Cap
Four Swords
Zelda II

Virtual Console
Majora's Mask
The Legend of Zelda
A Link to the Past

GCN
Wind Waker
Master's Quest
Twilight Princess

DS
Spirit Tracks
Phantom Hourglass.