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Where's Zelda?
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Left-handed Monarch
Warning; this article is having a major pop at Princess Zelda.
Princess Zelda is one of the characters from Legend of Zelda whom I get irritated by the most. I like her in general but - aside from the deathly LinkxZelda romantic pairing (I opposite whole heartedly) - I find Princess Zelda quite useless. She is the titular character, the princess of Hyrule, the holder of the Triforce of Wisdom, the sage of time, and without her there's no story in the first place, and no need for Link to be arisen as a hero. However, Zelda doesn't even appear in every game, as Link does, and nor is she the corner stone of every Legend of Zelda quest. I'm quizzical as to why Zelda has the Triforce of Wisdom, when she always seems to get captured. Damsels in distress don't suit being wise and on the ball. And, yes, Zelda sometimes surrenders herself, to avoid Hyrule losing their princess, and leaving the Triforce of Wisdom without a home, but (it's never happened, but) what if all goes to pot and there's no hero arisen? She stuck then.
And aside from telling Link of what he needs to do etc, what other use is Zelda? She helps in the final battles in The Wind Waker, and Twilight Princess, and is - for once - constantly with Link to help in Spirit Tracks. But sitting on her bum and firing Light Arrows doesn't warrant the entire game series to be her legend. Even if she is a corner stone in some stories, it's Link that does all the work. It's Link who's the legendary hero.
So where is she during the course of the games? (note, she fits into more than one category in some games)
Captured x7
Captured by Ganondorf in LoZ, ALttP, OoT, TWW, and TP. Captured by Vaati in FS and FSA.
Asleep
She gets cursed into a deep sleep in AoL.
As Sheik or Tetra x3
Disguises herself as Shiek in OoT. Disguises herself as Tetra in TWW. Keeps her pirate rank and Tetra disguise in PH.
Absent x4
She makes no appearance in LA, MM, OoA, and OoS, though she does get mentioned/referenced.
Turned to stone x2
By Vaati in TMC. By Bellum in PH (as Tetra), kept on the Ghost Ship, then on Linebeck's ship.
Imprisoned in her own home
Stuck in twilight in TP.
With Link x4*
Her spirit is Link's constant partner in ST, while her body is kept at The Spirit Tower. She accompanies Link in a portion of the final battles in TWW and TP. She stands on the sidelines during the final battle in OoT.
*This doesn't count for the times when they meets, and when the two are talking.