Their RPGs and Zelda games often habe very good stories.

Do you mean games actually made by Nintendo, or is it enough it they published it? I'd guess one of the Xenoblade Chronicles games might be the answer, but those were only published by Nintendo.

This is, in fact, the correct answer. That or Last Window. 

Those are Nintendo developed too, Monolith Soft has been a first party Nintendo studio since 2008.

Oh right, I forgot about that. I suppose it might then be one of the Xenoblade games that has the best story in a Nintendo game.

Origami King

Ocarina of Time by miles and miles! Absolutely fantastic story! One of the best in all of gaming, ever. Full of archetypes.

I haven't really played enough Nintendo games that have a story focus. Super Mario, Mario Kart and Animal Crossing which are my main Nintendo games aren't really about that. I feel like Zelda, Xenoblade, Fire Emblem and maybe Metroid are the four main Nintendo series that can contend for this and I've not played enough of any of them.

The only Zelda games I've played are Ocarina of Time and BOTW. BOTW's story wasn't really remarkable and I don't remember being especially interested in the Ocarina of Time story either despite loving the game.

Mother Trilogy, especially 2&3
Xenoblade Chronicles, especially 1&3
The Original Paper Mario Trilogy
Fire Emblem Awakening
Fire Emblem: Three Houses