From the Reading Way Too Much Into Things Department, N-Sider has an interesting analysis of the world of The Legend of Zelda. Besides certain clear sequels (Ocarina of Time, Majora's Mask, Wind Waker, Phantom Hourglass, and so on), it's probably best to take the Zelda games as self-contained stories. There are only so many times you can have Link meet Zelda, get the Master Sword, and thwart Ganon before you start to wonder how many legends Zelda has. Still, if you can get past some pretty heavy fan-boyism, it's an interesting read that attempts to tie all the Zelda games together.
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