In Twilight Princess, the six sages the try to execute Ganondorf are desendants of the six sages from Ocarina of Time, evident by the medallion symbols on their robes.
Also in Twilight Princess, the music for Hyrule Castle is mix of the Hyrule Castle theme from A Link to the Past, and Ganondorf's theme from Ocarina of Time.
As shown by the level select in Sonic 3, The Flying Battery was to be in Sonic 3, between Carnival Night and Ice Cap, but was taken out last minute. Sonic was supposed to use the cannon he uses at the end of Carnival Night to launch his way up there. He would've broken a panel off the Flying Battery, and fallen down to Ice Cap, using the panel as a make-shift snowboard. It's said it was taken out because at the time they didn't have a proper transition from Mushroom Hill to Sandopolis, so they threw it there. Another theory is that it was to give both games the same amount of zones (6, excluding Hidden Palace, and Doomsday.)
In the Sonic Generations remix of Super Sonic Racing, clips of the original Sega Saturn promo can be heard, referencing Sonic R's debut of the Saturn.
(listen at the beginning)
In Modern Crisis City from Sonic Generations, you can see several billboards for Chao in Space III, a reference to the Chao in Space 1 & 2 ads from SA 1 & 2, respectively.
In the intro to Sonic Adventure 2, the pilot identifies his helicopter as "Sigma-Alpha 2" which translates from greek as SA2, the games initials.
in Sonic Colors, the Sonic Simulator level 4-1 is Star Light Zone Act 1.
In Mario Golf: Toadstool Tour, when you hit a ball into a flower patch, Pikmin jump out.
On the boxart for Super Mario Sunshine, on the circle behind Mario you can make out the phrase "Mario Has More Moves Than Ever. You'll Have To Master Them All To Spray Water In The Sunshine." but some of it is covered up by the shine, and Mario.
In Skyward Sword, the Knight Academy Link attends is celebrating it's 25th anniversary, a reference to when the game was released, then Zelda's 25th anniversary.
In Majora's Mask, When you first become Deku Link, the flow of time is 1.66 times faster than usual. During this time, if you glitch into to Termina Field, no enemies or NPCs will appear.
On the NTSC disc of The Wind Waker, the Hylian reads "Zeruda no Densetsu Kaze no Takuto" which is The Wind Waker's Japanese name.
The music that plays in a boss room after you beat it in Wind Waker is the audio sample used as the "Final Hours" in Majora's Mask.
Mr. Wright from Simcity, appears in Link's Awakening as Mr. Write, a man in a long distance with a goat from Animal Villiage named Christine. When he asks for a photo, she sends him a photo of Princess Peach, labeled Christine.