do you say the

like if you are talking to someone would you say " the legend of zelda" or "legend of zelda"

If the is in the title I say it. Who am I to alter the choices of the naming team?

I would say Zelda. If I had to say the full title, then I would say The Legend of Zelda. I suppose you could say I'm a big fan of the world "the".

I say Zelda .

" I say Zelda . "

" @Warfare said:

" I say Zelda . "

This. "

I'm simple and go with just Zelda.

I guess I would just say Zelda if I was talking about the series as a whole, but use the individual game titles if I was talking specifically about that game.

Yeah I'll just call 'em "Zelda Games" or something. I usually just call 'em after what I recognize 'em by. Halo becomes "the ones with the guns on the onion ring", MW becomes "the modern commmie shooting game", street fighter is "the one with all the legs that I can't beat so good"

Do you say "Batman" or "The Batman"?  
 
I usually just say Batman, but if I am trying to express how awesome the character is, I'll say "The Batman."  Same goes with Zelda.  Most of the time I refer to the franchise by the name "Zelda", but if I am emphasizing a particular point about Zelda, I'll add a "the".  
 
It's kind of like when your mother says your whole name, middle name included.  It commands attention and announces that something important will follow.

Link to the Past 
Ocarina of Time 
Zelda 
 
I'm trying to think of a "The" game that I play. 
 
However, music artists have a similar idea here. 
"A Perfect Circle" is actually "A Perfect Circle" when I say it. 
 
Going through my zune I have some that I would say with the "The" 
The Strokes, The Ramones, The Eagles 
 
And some I would not 
(The) All-American Rejects 
 
I am officially no help. It depends on wheat naturally feels right to me. Which everyone is free to disagree with me.

The. There... I said it.

I'm simple and go with just Zelda.

I drop the "the". Sometimes I'll throw it in, kinda depends.

Eh...sometimes.

Just Zelda usually.