In most of the games, it is a different Link in a different timeline so he wouldn't have the same weapons all the time.

But when it comes to Ocarina Link to Majora's Mask Link (as they are the same person), I'm not too sure... He probably puts them somewhere because he might think taht there will be no more troubles to happen again in Hyrule. But it's in a parallel world, so I'm not sure...

Hang on... What about Wind Waker Link and Phantom Hourglass Link? Same kid, just maybe a few months apart... Yeah, where did all of his weapons go?

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