Aside from the obvious, seems most I come across are Japanese series. Some of the ones that I've read and/or liked or have come across are:
Tales of Symphonia
Kingdom Hearts
Kingdom Hearts: Chain of Memories
Kingdom Hearts 2 (I read some of it)
The Legend of Zelda: A Link to the Past (The one from Nintendo Power)
The Legend of Zelda: Triforce of the Gods
The Legend of Zelda: Link's Awakening
The Legend of Zelda: Ocarina of Time
The Legend of Zelda: Majora's Mask
The Legend of Zelda: Oracle of Ages
The Legend of Zelda: Oracle of Seasons
The Legend of Zelda: Four Swords Plus
The Legend of Zelda: Wind Waker - Link's Log Book
The Legend of Zelda: Phantom Hourglass
.hack//Tasogare no Ude wa Densetsu
I was going to mention the Pokemon manga, but...I don't think that counts, 'cept for maybe the series that includes Red, Blue, Green, Yellow, Gold, Silver, etc.
Jennings
I also really enjoy Nintendo Power's Legend of Zelda: Link to the Past comic that was a 12 part series in each issue of Nintendo Power the year LTTP was released. It had some great artwork and I really liked the bittersweet ending.
That was my least favorite comic LoZ adaptation out of the ones I've come across. I prefer Triforce of the Gods to it.