There's definitely an argument that Zelda is in the wrong place.
Based on individual platform releases, there's 3 games with over five million sales, but when you add in ports and remakes, and consider it cumulatively, that number increases.
A Link to the Past and Zelda II both jump above the threshold, as will Wind Waker later this year (the remake is going to sell more than 400k). That basically just leaves Majora and SS as the only home console releases not to hit the threshold.

VGChartz







