Tetra

Wind Waker
The pirate who was kidnapped by the Helmaroc King early in the Wind Waker. When the bird is shot, she falls into the forest, and the Helmaroc King takes Aryll, mistaking her for the pirate.

In her room in the pirate ship, there is a picture of the Royal Family including Princess Zelda and a band of people that look closely related to the pirates on board. This picture and others also hang from the walls in Hyrule Castle which Link visits during Wind Waker. It is later revealed that Tetra is in fact a descendant of the Zelda bloodline, making her Princess of Hyrule which in her time, is still flooded deep under the Great Sea.

As Zelda, she later aids Link in the final battle against Ganondorf, wielding Link's bow and firing Light Arrows at the fiend.

After Hyrule's final end, Link and Zelda, once more in the guise of Tetra, float to the surface and reunite with Tetra's pirates, sailing away to find a new land to call their own.

Phantom Hourglass
In Phantom Hourglass, she and Link happen upon a Ghost Ship, which they investigate. Tetra is separated from the others and is summarily kidnapped, forcing Link to try and rescue her. After Link defeats Bellum, he awakes with Tetra on the Ghost Ship. It turns out the entire thing was most likely a dream, as the other Pirates say the two were only on the ship for about ten minutes. This is very reminiscent of the ending Link's Awakening. However, Linebeck's ship can be seen sailing away, so we may never know for sure...