dtgreene: The Legend of Zelda: Majora's Mask also claims this, and it does it pretty well as far as the town of Clock Town is concerned. It's also interesting that the world will end if you take too long (so you don't have townspeople doing the exact same thing each day), but once you get past the first cycle you can easily reset time whenever you need to (at the cost of losing your consumables and dungeon progress).
Matewis: Now that is a series I've wanted to get into for a long time, but the problem is I just don't know where to start. Several consoles, sometimes backwards compatible, sometimes not etc. Need to take the time to figure out what's the least amount of consoles needed to play all of them, how viable emulation is for some of them and so on :P
If you want the series with the least amount of consoles, you could get a Gamecube with the Game Boy Player and a 3DS; the Gamecube covers 1 and 2 plus OoT and MM (beware nasty game freezing bug, which is bad because of the way the save system in this particular Zelda works) as well as Wind Waker and Twilight Princess; the Game Boy Player covers Link's Awakening, along with Link to the Past (via GBA version) and Minish Cap. The 3DS covers Link Between Worlds, then you just need a Wii U for Skyward Sword and Breath of the Wild. The only one missing (not counting spin-offs like Hyrule Warriors, and not counting the garbage CDi games) is the Link's Awakening remake on the Switch.
With that said, this may not be the cheapest or most practical (legal) way of acquiring the series, as the Game Boy Player might be hard to find, and the disk that comes with it even rarer (though if you can hack the Gamecube, you can use the Game Boy Interface in its place). A Game Boy Advance (not Micro, unless you don't care about Link's Awakening) can replace the Game Boy Player, and the Gamecube games have been remastered for the Wii U,
As for emulation, if you'd rather go that route, almost every Zelda game can be emulated; I believe people have even gotten Breath of the Wild and the Switch Link's Awakening to work (though I don't know how playable it is, and you will need a powerful computer). The Zelda games that tend to be hardest to emulate, other than the modern ones, are the Nintendo 64 ones, interestingly enough (though you could just emulate the Gamecube disk or Wii Virutal Console versions), or even their 3DS versions.
My recommendation, if you want to experience the entire series, and aren't picky about either legality or DRM, is to buy the modern games (Switch and 3DS, perhaps Wii U as well, and you'll have DS and Wii covered via backwards compatibility) and emulate the older ones.