A Link to the Past
From the moment you enter the light and the Triforce appears, all the way until the credits end. You get music that makes you feel heroic, and as if all your effort had meaning.
The dark world returning to normal, the lives of those you helped. Perfect
ALttP Ending on YouTube
Link's Awakening
The impressive visuals of the much talked about Wind Fish, the notion that by leaving the dream world, means the end of everything and everyone you met. To the glimmer of hope as you find yourself stranded in the middle of the ocean, with nothing in sight.
Link's Awakening Ending on YouTube
Ocarina of Time
Seeing Ganon defeated, and being sealed away (the events only mentioned in ALttP, but never seen)
Whilst not as successful as the ending from ALttP, there is still a nice feeling seeing all the characters you came across living their lives in peace, and that awesome version of Princess Zelda's theme.
Not to mention the minor head-fu_k at the end with Young Link meeting Zelda, and holding the Triforce of Courage
Ocarina of Time's Ending on YouTube
Majora's Mask
One of those times where the ending reflects your level of involvement with the game itself. Depending on how many of the character's lives you became involved with, would determine the ending you get.
Two moments that get to you everytime are Anju and Kaefi's union, and the Deku Butler mourning his lost son.
Majora's Mask Ending on YouTube
Skyward Sword
As much as you may like or loathe Fi. Her farewell and fate will tug at your emotions.
Seeing the whole adventure from Zelda's perspective was a stroke of genius, and then the implications of the final moments. That being the moment that Hyrule was founded, and the arrival of the Triforce for the first time, on the world, and what troubles would arrive from it.
Skyward Sword's Ending on YouTube (its long, but a fitting length after completing the game)
Twilight Princess
Some nice ending shots, and filled with poignant moments. Ganondorf loosing the Triforce's grace. Zant's symbolism of breaking his neck. Ganondorf dieing on his feet. Midna's true form. THE MUSIC. Midna's goodbye, and the final shot of the Triforce symbol above the throne!
Twilight Princess' Ending on YouTube