Majora's Mask hands down. Best music, Best world, Best dungeons, Best Villain, Best story, Best gameplay. Emotional, dark, amazing atmosphere. Just great.
Also that fan excitement surrounding it.
http://www.youtube.com/watch?v=cyazYYev7Nw
No other Zelda has that level of interest any more.
Atto Suggests...:
Book - Malazan Book of the Fallen series
Game - Metro Last Light
TV - Deadwood
Music - Forest Swords