Ocarina of Time, Zelda was a badass ninja warrior that was constantly helping you.

And is then captured by gannon toward the end of the game and you must rescue her.

Doesn't appear in Majora's Mask

I am not even counting the games she doesn't appear in at all. Link's Awakening and pretty much all the GBA games are like that. But they aren't the main series, either.

In Wind Waker, Zelda was the leader of a gang of pirates. She had their respect and undying loyalty despite all being twice her size, because of her toughness and bravery.

And she is kidnapped at some point in the game, and you must rescue her.

Don't remember Twilight Princess

Like Link to the Past, OOT and WW: Shes kidnapped toward the end by Ganon, and you must rescue her.

Skyward Sword

Zelda is literally trapped in a crystal and must be rescued by killing Demise. Sure, she put herself in that crystal, but you still save her from being imprisoned forever.

BOTW

Like Skyward Sword, Zelda is trapped as energy in a constant battle to keep Ganon at bay. Since she comes back in TOTK, you obviously rescued her.

TOTK

I haven't beat the whole game yet, but either it's the only main series one where you don't rescue Zelda, or Link finds a way to turn her back to normal, which would be like rescuing her, much like Skyward Sword and BOTW. And please don't spoil it for me; the big twist was already spoiled by all the memes and it's impact when seeing it happen in the game wasn't nearly as cool as it would have been otherwise.