Most Zelda games have a lot of collectables that feel worth your time.
Ocarina of Time
>Inventory/weapon upgrades (wallets, bomb bags, quivers, swords)
>heart pieces
>collect 3 Temple of Time gems, then 6 medallions
>gold skulltulas
Majora's Mask
>masks (wearables)
>masks (dungeon treasures)
>inventory/weapon upgrades
>bomber's notebook to fill out (sidequests)
>heart pieces
>dungeon fairies
Wind Waker
>treasure charts
>heart pieces
>inventory/weapon upgrades
>Nintendo Gallery
>filling out the map
Twilight Princess
>bugs
>fish
>heart pieces
>inventory/weapon upgrades
>poes
>collect mask pieces, then mirror shards
>hidden skills