Maiden

The Maidens, is a group of seven young women, including Princess Zelda, in A Link to the Past and Four Swords Adventures. In A Link to the Past, they are descendants of the seven Sages, from whom they have inherited magical abilities. In Four Swords Adventures, the Maidens' role is to protect the Four Sword Sanctuary. In both games, they are taken captive and later rescued by Link, aiding him subsequently in his efforts to restore the peace in Hyrule.

A Link to the Past
Long before the events of A Link to the Past, the seven Wise Men (renamed "Sages" in the GBA re-release) joined forces with the Knights of Hyrule to seal Ganon away in the Sacred Realm and prevent him from taking over the Light World.

Prior to Link's quest, Agahnim, the late King's right-hand man, used his power to find and capture the seven Maidens, who were descendants of the seven Wise Men. While not as strong as their ancestors, the Maidens had inherited their magical abilities. Agahnim planned to send them to the Dark World one by one in order to destroy the seal that kept Ganon locked up.

Princess Zelda was going to be the seventh sacrifice, but she managed to telepathically send a message to Link, requesting him to rescue her. Succeeding in bringing her to safety, Link was told to meet Sahasrahla, the Kakariko Village elder and a descendant of the seven Wise Men. On his quest to obtain the Master Sword, Link also met the father of one of the Maidens who gives him the Magic Mirror, and details on the whereabouts and use of the Moon Pearl.

Through all this, Link could find and claim the Master Sword, at which point Zelda sent him a telepathic message once more that the soldiers had found her. Despite his best efforts, he could not prevent her becoming the seventh sacrifice and being sent to the Dark World. All was not lost though, as Sahasrahla told Link that victory was still in reach if he could rescue the Maidens and claim back the Triforce.

The first Maiden Link freed elaborated on this, explaining that Ganon needed the gate to become larger to be of use to him and that he was still using the Maiden's powers to get that accomplished. She also explained that Link needed the Maidens' help to reach Ganon's Tower and urged him to rescue the others. When later all Maidens were freed, including Princess Zelda, they help break the barrier around Ganon's Tower as promised, allowing Link to go in and defeat Ganon once and for all.

Four Swords Adventures
In Four Swords Adventures, the maidens are refered to as Shrine Maidens and are responsible for keeping the powers dormant in the Four Sword Sanctuary under control. It is they who control the gate to its sacred grounds, preventing anyone from taking the Four Sword and from freeing Vaati. The royal jewels that belong in the Four Sword Sanctuary to open the path to the Realm of the Heavens are left in the care of the Knights of Hyrule, only to be gathered and used through the Shrine Maidens' power if the path were to close.

In Four Swords Adventures, each of the Shrine Maidens has an associated color after which they are titled. When freed, the Shrine Maidens turn into the form of Fairy Spirits. Kaepora Gaebora returns to guide Link through his quest. There is no mention made of him being the reincarnation of an ancient Sage, but he is both known and respected by the Shrine Maidens.

On a stormy night, Princess Zelda and the Shrine Maidens feared that the reason for those events was that Vaati's seal was weakening. They summoned Link to the castle so he could protect them while they opened the portal to the Four Sword Sanctuary. When they did however, the portal turned dark and Shadow Link came from it. Using the confusion his looks caused, he abducted the Shrine Maidens and sealed them in crystals strengthened by Vaati's magic in dungeons all over Hyrule. This in order for either Ganon or Vaati to leech power from them and to keep the Tower of Winds, where Princess Zelda was held captive, inaccessible.

Not the one to sit back and do nothing, Link entered the portal the Shrine Maidens had created before their capture and drew the Four Sword, thereby accepting the destiny of the Hero and the responsibility to free the Shrine Maidens. Each Shrine Maiden he freed helped him reach another part of Hyrule, usually the part they watched over. They also used their ability to travel in fairy-form to accompany Link from time to time and hand him instructions on how to proceed. Once the sixth Shrine Maiden was freed, the group united their powers to call for Princess Zelda, whom they found out to be held in the Tower of Winds. They urged Link to find the last royal jewel not yet in his possession so that they could summon the tower back to Hyrule. The Shrine Maidens then went ahead to the Four Sword Sanctuary to keep it safe from attacks in the time Link would need to get the remaining royal jewel and to prepare for the ceremony. When Link returned with all four royal jewels, the Shrine Maidens wasted no time on bringing back the Tower of Winds. Link proceeded to rescue Zelda, who promised that she and the Shrine Maidens would prevent the evil Link had been fighting from recovering, but that he had to destroy Vaati to make peace return truly.

Blue Maiden
The Blue Maiden is the first of the Shrine Maidens to aid the Hero. She appears to be in charge of Eastern Hyrule, where a village lies that is named after her. She was held captive in Hyrule Castle and guarded by Phantom Ganon.

Yellow Maiden
The Yellow Maiden is the second of the Shrine Maidens to aid the Hero. She is in charge of Death Mountain and was held captive in the Eastern Temple, guarded by Stone Arrghus.

Green Maiden
The Green Maiden is the third of the Shrine Maidens to aid the Hero. She was held captive in the Tower of Flames, guarded by several Dodongos. Her domain was not specified, but appears to be Hyrule Field/Hyrule's center region.

White Maiden
The White Maiden is the fourth of the Shrine Maidens to aid the Hero. She is in charge of the Lost Woods and was held captive in Hyrule Castle, guarded by Jalhalla.

Red Maiden
The Red Maiden is the fifth of the Shrine Maidens to aid the Hero. She was held captive in the Temple of Darkness, guarded by Phantom Ganon. Her domain was not specified, but appears to be the Desert of Doubt.

Purple Maiden
The Purple Maiden is the sixth of the Shrine Maidens to aid the Hero. She was held captive in the Pyramid, guarded by a big Moldorm. Her domain was not specified, but "Frozen Hyrule" is the only area without a Shrine Maiden implied connected to.

Zelda
Zelda is the seventh Maiden and the final one for Link to rescue. She was held captive in the Tower of Winds, guarded by Frostare.

Trivia

 * In the original Japanese text of the Oracle games, the Oracles are referred to as "Shrine Maidens", the same title as the Maidens of Four Swords Adventures. It is not known if there is a connection between the two.
 * Removed text of Four Swords Adventures seems to imply that it was originally going to feature sages instead of shrine maidens.
 * The colors of the glowing orbs which the Lokomo from Spirit Tracks turn into at the end of the game, match the colors of the Shrine Maidens in Four Swords Adventures.