I have, available to play on several different systems and formats, LoZ, LoZ 2, OoT, Majora's Mask, Link's Awakening, Phantom Hourglass, and probably some others. But the only one I ever finished was Twilight Princess. Is that normal?
Sure, it might just be that the Zelda style of gameplay is something that just doesn't really hold your interest. I've played every game in the series except for Majora's Mask, Link Between Worlds, and Breath of the Wild and the only one I never finished was Skyward Sword.
TP is just the only one I stuck with to the end. I spent HOURS playing WindWaker, but never finished... got bogged down in taking pictures or something. Most the others just didn't hold my interest long enough I guess.