Link

Link is the main protagonist of the The Legend of Zelda franchise. In his adventures, Link must travel across lands, usually within Hyrule, and through dungeons for varying reasons, usually to stop Ganondorf from stealing the Triforce and to save Princess Zelda. His first Metroid-related appearance is in the manga Victory Techniques for Metroid.

Victory Techniques for Metroid
In page 21 of Victory Techniques for Metroid, Link makes a cameo appearance, showing Samus losing at a game of The Legend of Zelda on her Family Computer Disk System. She vows to complete the game before she arrives at Zebes.

Captain N: The Game Master
Link and Princess Zelda appeared in three episodes of Captain N: The Game Master. The first of these involved Mother Brain reviving Ganon. Link also appeared in the original Captain Nintendo story in Nintendo Power, where he was summoned by Captain Nintendo after Mother Brain had summoned Ganon and Zelda.

Tetris
Standing next to Samus Aran, Link can be seen playing an instrument if the player successfully completes a Type B game at level 9.

Super Smash Bros. series
In every Super Smash Bros. series title, Link has appeared as a starter fighter, much like Samus. Link has two counterparts who have also appeared in various Super Smash Bros. titles as a playable fighter, Young Link and Toon Link, based on his appearance as a child in The Legend of Zelda: Ocarina of Time and his appearance throughout The Legend of Zelda: The Wind Waker, respectively.

In Super Smash Bros. Melee, both Link and Samus are featured as opponents in the event match Lv. 3: Bomb-fest.

In the gameplay portion of the Super Smash Bros. Ultimate trailer A Piercing Screech, Link is seen fighting Ridley on the Unova Pokémon League stage, with Ridley using his Skewer to impale Link in the chest from behind with his tail and then watching as Link keels over before exploding.

The Legend of Zelda franchise
In the Nintendo GameCube version of The Legend of Zelda: Ocarina of Time, a Metroid Prime trailer is included on the game's disc.

As an unused concept, one of the planned story treatments for The Legend of Zelda: Breath of the Wild shown at GDC 2017, called The Legend of Zelda: Invasion, featured Link in a spacesuit interacting with a Metroid.

Shared appearances
Link and Samus, along with various other Nintendo protagonists, would have made a cameo appearance in Mario & Luigi: Superstar Saga, but were later taken out. Their graphics remain in the game's code, but only variants of their gift items were left in the game.

Similar to the Metroid franchise, Link stars in some of his own microgames within the WarioWare series. In WarioWare: Smooth Moves, both Link and Samus appear together in the third difficulty level of the microgame Opening Night.

The plotline for The Legend of Zelda: A Link to the Past, which dealt with Link traversing between the Light World and the Dark World, served as the inspiration for the Light Aether/Dark Aether plot element for Metroid Prime 2: Echoes. During development, Retro Studios even called in one of the The Legend of Zelda: A Link to the Past developers to assist them in properly implementing the feature.

In a promotional Ultimate NES Remix wallpaper, Link (in his Zelda II: The Adventure of Link sprite) is seen fighting Ridley.

Trivia

 * Link's Master Sword and Hylian Shield have been seen on display in the offices of Retro Studios during press interviews for Metroid Prime: Trilogy.
 * Both Link and Samus were slated to appear in Marvel: Ultimate Alliance for the Wii, but Nintendo did not give permission to the developers to include them.