Zelda fans are eagerly waiting for the next news drop for The Legend of Zelda: Breath of the Wild 2. This game will take place immediately after the ending of the first Breath of the Wild, and is set to continue the adventures of Link and Zelda as they uncover new parts of Hyrule and face a new threat. Everything that fans loved about the original game is back for the sequel, and there definitely seems to be plenty of innovation happening too. With added abilities and seemingly a new lease on Hyrule in the sky, BotW's Link will tackle his next adventure head-on in the next year or so.
Despite the first game's success, it still came as a surprise to many that Breath of the Wild 2 was actually happening. Each mainline Zelda game is set in a distinct version of the setting, so most don't really expect the various takes on Hyrule to be visited more than once. However, this has happened many times before. Most of the big, commonly thought-of Zelda games either have or are direct sequels to other games. Only Twilight Princess and Skyward Sword are really exceptions to this rule, and even they were written with other Zelda games in mind. There's a surprising amount of ground to cover, so it's best to start at the beginning.
The Legend of Zelda 2: The Adventure of Link is directly linked to the first Zelda, and features the Link players knew battling to keep Ganon from returning. Taking place six years after the original game, Zelda 2 follows a sixteen-year old Link who, after waking up with a strange mark on his left hand, is taken to a sealed door in the North Castle by Impa. A sleeping maiden is behind the door, who Impa explains is the original Princess Zelda. A long time ago, Zelda was put into an irreversible magic slumber, and her grieving brother decreed that all princesses born to the royal family from that point on would be named Zelda (explaining the first game's Zelda). Link sets out to fully assemble the Triforce, rescue Zelda, and perhaps become the new king of Hyrule in the process.
The next sequel's plot isn't so complicated. Link's Awakening features A Link to the Past's Link out on a seafaring adventure. His ship is caught in a storm, and he washes up on the island of Koholint, where he must awaken the Wind Fish to leave. Fans of the game will know that this is because Koholint is a shared dream between Link and the Wind Fish, isolating this game's events. Still, it was very popular on the Game Boy, enough to get two re-releases and an appearance from Marin in the first Hyrule Warriors.
Majora's Mask is the first direct sequel that the gaming public really became aware of. Set only two months after the end of Ocarina of Time, a young Link has set off with Epona to find Navi, his fairy companion who departed at the end of Ocarina. On his way, he's beset by the mask-wearing Skull Kid, who uses his mask's strange power to turn Link into a Deku Scrub and trap him in the land of Termina. Termina is an odd place, with many people using the same character models as OoT NPCs. Fans have taken this to mean many things, but the game is content to let them wonder. Otherwise, it's a straightforward but well-realized plot of Link saving this new world, all while making friends along the way. Majora's Mask has been compared to BotW 2 a fair bit, but it remains to be seen whether those comparisons hold any water.
Oracle of Ages and Oracle of Seasons are unique, as they're technically sequels to each other, as well as A Link to the Past. These two titles are meant to be connected, as Ganon is the secret villain behind both of their individual stories. After transferring completed save data from one game to the other, the ending will change to include Ganon's revival at the hands of the Twinrova. At that point, it's up to Link and whatever tools the second game has provided to save the day.
The handheld Zelda titles have a higher tendency of being sequels to major console games, and the next two Zelda sequels are on the original DS. Phantom Hourglass takes place shortly after The Wind Waker, and sees Link team up with Captain Linebeck and a fairy to rescue Tetra from a powerful monster. Spirit Tracks continues this story by taking place in the distant future of the kingdom Link and Tetra end up creating. It's interesting to see a story-heavy Zelda entry have its plot continued over several larger games like this, and Breath of the Wild 2 may inspire a similar feeling.
While this stretches the definition of "direct," in the same way Spirit Tracks adapts Phantom Hourglass' future, so too does A Link Between Worlds follow up A Link to the Past. The games share the same Hyrule, separated by several generations. The Japanese titles for the two games are even The Legend of Zelda: Triforce of the Gods and Triforce of the Gods 2, just to hammer in the connection. There's also a fan theory about Link Between Worlds' character Gramps being the very same Link from A Link to the Past, but nothing on that front has been confirmed.
The most recent direct sequel before Breath of the Wild 2 will come as a surprise to many, as it happens to be The Legend of Zelda: Tri Force Heroes. This 3DS spin-off actually stars the same Link from A Link Between Worlds, just rendered in Wind Waker's art style instead of his own. Joining together with two other Links, he sets off to save the princess of Hytopia from a curse placed by the Drablands witch. It's a lighthearted game, but it remains a canonical entry in The Legend of Zelda like any other.
The Legend of Zelda: Breath of the Wild 2 is set to release in 2022 for Nintendo Switch.