Bomb

Bombs are an item that premiered in the first Zelda game, and has recurred in nearly every game since. They have been a staple of secret-finding, useful in demolishing boulders and walls, and are an excellent combination of tool and weapon. If Link is too close to the blast, he will take damage.

They are often found early on in the quest/game. Sometimes they are kept in a Bomb Bag (another item). They also take other forms, such as Bomb Flowers (maintained by the Goron tribe), Bombchus, and Bomblings.

The Legend of Zelda
These bombs are placed on the ground, blink flashing red, and explode in a puff of smoke after several seconds. They are useful in defeating Dodongo, as he dislikes smoke. Link can carry eight bombs at a time, and can find others from enemies or shops. Up to two bombs can be set at a time.  

A Link to the Past
After being skipped in Adventure of Link, bombs return, with the additional ability to be picked up and thrown. The fuse burns for about two seconds. Link can also buy a Giant Bomb from a shop in the Dark World, which he can drag around and use to demolish large walls. He starts out with twenty bombs, but can increase his capacity up to fifty by throwing rupees in the Well of Happiness.

Link's Awakening
Bombs look like their "Legend of Zelda" counterparts, but act like "A Link to the Past" in being able to be thrown and set. They also have the feature of being combined with the bow to create Bomb Arrows.  

Ocarina of Time/Majora's Mask
In order to carry bombs, Link first needs to find the Bomb Bag (in Ocarina of Time, it is the big treasure of Dodongo's Cavern. In Majora's Mask, it is available for purchase in the Bomb Shop). Otherwise he must use the Bomb Flowers scattered through the area. The capacity starts at twenty, but Link can increase the capacity up to forty bombs through various side-quests. They can be used as both Child and Adult Link.

A Powder Keg is available for purchase (once you get a certificate) in Majora's Mask as well, but its only use is for blowing up the barrier on Milk Road.

Oracle of Seasons
These bombs act exactly as Link's Awakening, but cannot be combined with Arrows.   

Oracle of Ages
These bombs act exactly as "Link's Awakening", but cannot be combined with Arrows.   

Four Swords
These act exactly as "A Link to the Past", but can be detonated in the air by pressing A.   

The Wind Waker
The only Bomb Shop in the world carries these at the ridiculous price of 10,000 rupees. Link later gains them from the pirates, after they assault the Bomb Shop Owner, who then reduces his prices. When used on the King of Red Lions, it transforms into a Cannon. The Bomb Bag in this game starts at thirty, and can be upgraded to 99. Otherwise, they are used similarly to Ocarina of Time/Majora's Mask.

Four Swords Adventures
Bombs are in unlimited supply as an item (but you can only have one item at a time). They can also be upgraded to Level 2 which grants big bombs.

The Minish Cap
Normal bombs exist in this game, and are found in the Minish Village. These upgrade into Remote Bombs which are obtained by fusing a kinstone with the Minish Elder. These do not set off until commanded.

Twilight Princess
There are three varieties of bombs avaliable. Regular bombs act as normal, but now roll a bit when thrown. Water Bombs act the same as normal bombs, but can be used underwater. Bomblings crawl along the floor and explode when they hit something. They work similar to Bombchus except that they cannot climb up walls. One must find a bomb bag to hold each type of bomb, or Link can exchange the current type of bomb for a different type at Barnes's shop (the bomb maker of Kakariko Village). The capacities differ for each type (30 regular, 15 water, 10 bomblings). These can be doubled by winning the River Ride mini-game.

This game also brings back Bomb Arrows, which can be used on far-off foes or rocks. If Link holds his bomb arrow too long, they can explode and damage Link.

Phantom Hourglass
Early in the game, before obtaining the Bomb Bag, Link cannot buy or find bombs, and he must make use of the bombs found in Bomb Flowers. In the second temple, the Temple of Wind, he will find the Bomb Bag, which can initially carry 10 bombs. When using a bomb, Link will first carry it and the fuse will light only after the bomb is thrown.

The Bombchu bag can be found in the fifth temple, Goron Temple.