I believe it is quite obvious Nintendo has hinted at a relationship between Link and Zelda, from the first game to the most current. There's always something that nudges toward coupling the two characters, and so I'm pointing out what they left for us to find.
The Legend of Zelda
Adventure of Link
Link's Awakening
A Link to the Past
Link's Awakening
Ocarina of Time
Oracle Series
Majora's Mask
The Four Swords
The Wind Waker
Cartoon
Comics
Manga