Knight of Hyrule

"The Knights took the full brunt of the fierce attack and, althougth they fought courageously, many a brave soul was lost that day."

- A Link to the Past

The Knights of Hyrule are referred to several Zelda games as the protectors of the Hyrulean Royal Family. They played a large role in A Link to the Past, in which they fought valiantly against Ganon in the backstory; and in Four Swords Adventures, in which they guarded the Royal Jewels but were cast into the Dark World and corrupted by Ganon.

The Adventure of Link
In The Adventure of Link, before the story of the Knights of Hyrule was told in A Link to the Past, two Hyrulean Knights appear to teach Link their sword techniques. One, found in Mido Town, teaches the Down Thrust and the other one, found in Darunia Town, teaches the Up Thrust.

A Link to the Past
The backstory of A Link to the Past tells of a conflict known as the Imprisoning War in which the Knights fought valiantly to protect the Sages while they cast their seal over the Sacred Realm. These Knights were almost wiped out in the war against Ganon, but their line continued until the last of the Knights' bloodline, Link, could fulfill the prophecy of the Great Cataclysm.

Ocarina of Time
While only the Castle Guards make on-screen appearances in this title, the Knights are mentioned in dialogue. The Hylian Shield is mentioned as being the type of shield used by the Knights. Link finds a wounded soldier in a back alley who tells Link of how he tried to save Zelda from Ganondorf. The death of this soldier is seen by many fans as a nod to the heroic knights who defended the Sages during the backstory for A Link to the Past. It is never stated whether this soldier is a member of the Knights, however.

Oracle of Seasons
The Hylian Knights make an appearance in the Oracle of Seasons, disguised as a troupe of performers. Under orders from Princess Zelda, they're sneak Din out of Holodrum into Hyrule. However, they're quite easily taken out by the General Onox.

It should be noted that the troupe only reveals themselves to be Hylian Knights in a linked game, continuing from the events of what happened in Oracle of Ages.

The Wind Waker
The Knights are only mentioned in passing in this game, but it is mentioned that even they could not attempt to lay siege to Ganon's Tower. A common spoils item found in the game is the Knight's Crest, which is said to signify a mastery of swordsmanship for its owner.

These crests are the "symbol of a courageous knight". It is possible that swordsmen like Orca collect these crests to honor the Knights' legacy or as a symbol of courage. Collecting 10 of these crests allows Link to learn the Hurricane Spin, a move that is known to have been used by the Knights.

Four Swords Adventures
The Royal knights are charged with the task of guarding the four Royal Jewels in Four Swords Adventures. Link must collect these jewels in order to save Hyrule.

The Knights were twisted by Ganon's dark magic and transformed into Stalfos. Link is forced to kill each of the four Knights in order to free them from the evil magic's influence.

The Red Knight mentions that Ganon used a "mighty weapon" to trap them in the Dark World. This refers to the evil Trident that Ganon had stolen from the Pyramid.

Trivia

 * The Knights of Hyrule in Four Swords Adventures share a similar physical appearance with the Hero's Spirit from Twilight Princess.