Nintendo Published a History of Zelda Documentary that was originally released to Japan. A few years ago some members at Zelda Informer translated it and posted it to YouTube for your viewing pleasure. It's a really great run through of the series and winds things up talking about Wind Waker and a very lengthy discussion with the games creator Shigeru Miyamoto. The captioning isn't large so you might have to squint some but it's a good documentary I recommend.
Head on over to the time machine because it's time to hit the nostalgia button!