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Zelda is a princess from the Legend of Zelda game series and is usually portrayed as the "Damsel of Distress" for that series.
Ssenmodnar 7 (Toast Edition)
When the cop is telling Bowser whatever the police station is, Bowser found Zelda and asked her if she can help Bowser out of the police station, but Zelda just screamed and ran away.
The Legend of Steve
Zelda is played by Female Steve, who is actually a pig that Steve sees as a girl due to him being high off mushrooms. Strangely, despite taking the role of Zelda, she retains Steve's clothes, unlike Steve who takes the role of Link and dresses as him. She is kidnapped by Dr. Eggman, so Mario, SMG4, and Steve save her.