Though no game has been made to fully bring the two together, there have been dozens of hints leading to a romance between the two. However, each game features different incarnations of Link and Zelda, but so far, nothing has truly been proven.
Hints of Romance
In Zelda 2: The Adventure of Link, After you get the Triforce of Courage, you awaken Zelda and she nears you as a curtain closes, hinting at a kiss.
In Ocarina of Time, after Zelda is surrounded by fire, Link fights and defeats two Stalfos. The fire is extinguished. Zelda leaves behind several hearts. After the final battle, after you hand her the Ocarina, she puts her hand on his.
In Phantom Hourglass, after Zelda is unpetrified, she and Link reach out to hold hands, but Bellum ruins everything.
In Spirit Tracks, Link and Zelda hold hands. In addition, Link was the only one who could see Zelda's spirit. In the cartoon, Link could see Link's spirit after his body is taken and Ganon is digusted to learn she could see him, knowing it meant she was in love with Link.
Link decides to stay with Zelda at the end of Skyward Sword.
At the ultimate ending of Oracle of Ages and Oracle of Seasons, after destroying a maddened Ganon, Zelda gives Link a kiss on the cheek. He blushes madly with hearts floating above.
In both the cartoon and in the first two CD-I Zelda games, Link often flirts with Zelda.
Zelda appears as a playable character in Super Smash Bros. Melee along with Ganondorf and her appearance is based on her design from The Legend of Zelda: Ocarina of Time. Zelda also appeared in Super Smash Bros. Brawl as a playable character again along with Ganondorf, but this time, her appearance is based on her design from The Legend of Zelda Twilight Princess.