Link

Link is the main protagonist of the The Legend of Zelda franchise. In his adventures, Link must travel across lands, usually within Hyrule, and through dungeons for varying reasons, usually to stop Ganondorf from stealing the Triforce and to save Princess Zelda. His first Metroid-related appearance is in the manga Victory Techniques for Metroid.

Victory Techniques for Metroid
In page 21 of Victory Techniques for Metroid, Link makes a cameo appearance, showing Samus losing at a game of The Legend of Zelda on her Family Computer Disk System. She vows to complete the game before she arrives at Zebes.

Metroid Prime 3: Corruption
In Metroid Prime 3: Corruption, if save data for The Legend of Zelda: Twilight Princess is found on the Wii and Ship Bumper Stickers are unlocked and activated, the Hylian crest found on Link's shield and throughout Hyrule will be placed prominently on Samus Aran's gunship.

Captain N: The Game Master
Link and Princess Zelda appeared in three episodes of Captain N: The Game Master. The first of these involved Mother Brain reviving Ganon. Link also appeared in the original Captain Nintendo story in Nintendo Power, where he was summoned by Captain Nintendo after Mother Brain had summoned Ganon and Zelda.

Tetris
Standing next to Samus Aran, Link can be seen playing an instrument if the player successfully completes a Type B game at level 9.

F-1 Race
Along with various women, Link appears cheering for the player before Course 5.

Super Smash Bros.
Link appears as a playable character in Super Smash Bros. based on his appearance in The Legend of Zelda: Ocarina of Time.

Super Smash Bros. Melee
Link appeared in Super Smash Bros. Melee based on his Adult appearance in The Legend of Zelda: Ocarina of Time. His child appearance, called Young Link ingame, also appears as an unlockable character.

Super Smash Bros. Brawl
Link appears in Super Smash Bros. Brawl based on his The Legend of Zelda: Twilight Princess appearance. While Young Link does not return, he has been more or less replaced by Link's appearance in The Legend of Zelda: Wind Waker with the name "Toon Link".

The Legend of Zelda: Ocarina of Time Master Quest
A Metroid Prime trailer is included on this game's disc.

Shared appearances
Link, along with Samus were slated to appear in Marvel: Ultimate Alliance for the Wii, but Nintendo did not give permission to the developers to include them. Both Link and Mario & Luigi: Superstar Saga for Nintendo DS and remain in the game's code, but only variants of their gift items were left in.

Similar to the Metroid franchise, Link stars in some of his own microgames within the WarioWare series. In WarioWare: Smooth Moves, both Link and Samus appear together in the third difficulty level of the microgame Opening Night.

Trivia

 * Link's Master Sword and Hylian Shield have been seen on display in the offices of Retro Studios during press interviews for Metroid Prime: Trilogy.