The Legend of Zelda actually doesn't refer to anything that happens in a game (although AoL's storyline dealt with it). The Legend of Zelda is about a King long ago who ruled over Hyrule with the Triforce, bringing peace and prosperity to the land. When he died, he did not want his son, who he deemed impure of heart, to inherit the Triforce, so he split it into 3 pieces and hid them. The prince was furious when he learned of this, and tried to force the only person who knew of their wherabouts, his sister, Zelda, to tell him. But she refused and the prince became so angered he ordered a dark wizard to extract the information from her. But instead the wizard put Zelda into an eternal slumber, never to awaken. The prince was so heartbroken when he found out that he ordered ever daughter born in the royal line to be named Zelda, after his sister. That is the Legend of Zelda.