Currently there seem to be three tags for the Zelda series:
http://e621.net/post/index?tags=legend_of_zelda
http://e621.net/post/index?tags=the_legend_of_zelda
http://e621.net/post/index?tags=zelda
That last one should probably turn into the princess_zelda tag, but the point is that it's superfluous. I don't care which one becomes standard.
I also don't personally see the point to specific game tags like this:
http://e621.net/post/index?tags=twilight_princess
but if you think they're needed then keep them.