Through the years, in the different Zelda and Mario games, there were crossovers, ie. characters and/or items that originated in one of the series and crossed over directly to the other. I don't count veiled references to Mario in Link's Awakening.
So far, the list consists in (including the various answers in the following posts):
- The Flute from The Legend of Zelda, crossed over to Super Mario Bros. 3 (including its music)
- Bob-omb from Super Mario Bros. 2, crossed over to Oracle of Ages/Seasons and The Minish Cap
- Chomp-Chomp from Super Mario Bros. 3, crossed over to Link's Awakening
- Lakitu from Super Mario Bros., crossed over to The Minish Cap
UPDATE:
- Yoshi from Super Mario World, crossed over to Link's Awakening (Yoshi Doll)
- Peach from Super Mario Bros., crossed over to Link's Awakening (picture of Peach)
- Goomba from Super Mario Bros., crossed over to Link's Awakening
- Link from The Legend of Zelda, crossed over to Super Mario RPG (Link figurine)
- Mario from Super Mario Bros., crossed over to A Link to the Past and Ocarina of Time (portrait of Mario)
Do you guys know of any other direct crossovers between the two series?