Parts of Zelda the give you utter goosebumps.

Any scene with Hyrule Castle being shown.

Fighting the Koame & Kotake in OOT.
Fighting Ganondorf in OOT
FIghting Majora in MM
Fighting Ganondorf in TP
Riding Horseback through Hyrule in TP
The rise of the Tower of Gods in WW
WW climax

Hmm, I'm not sure if utter goosebumps has a positive or negative connotation, so...I'll describe both!

Positive: in Twilight Princess, I was in awe the first time that I saw Zelda's flashback, in which Zant takes Hyrule Castle. The music, the cinematics, and the amazing story aspects of it, with Zelda just dropping her sword like that. That's probably the best scene in the entire game.

Negative: also in Twilight Princess, that scene in which the spirit of Lanayru tells about how the Twili came to be. Seeing Link and Ilia all creepy-fied was surreal, and I was a scared little thirteen year-old when I first played that game back in 2006. This is probably the second-best scene in Twilight Princess.

Negative goosebumps for me is the Shadow Temple in OoT... with all the skulls.. and Redeads... and Wall masters *shudder*

As for positive, the opening theme for the original game. I used to turn on the game and listen to it for 5 or 10 minutes before reluctantly starting the game XD

Fighting Ganon in OoT gives me major goosebumps.
And the credits of MM does as well.
Oh yes, and Ikana Valley in MM. Place is freaking scary...

The end of Link's awakening when you actually see the Windfish. His graphics were so drastically detailed compared to the other parts of the game as a kid it was pretty cool. Most recently, when Byrne steps in during the Spirit Tracks final battle. That was awesome. XD

Negative: Shadow Temple and bottom of the well. Nuff said.

Positive: The ending of Wind Waker. No, scratch that. The whole damn game game. From the moment (Uh, spoilers I guess?) the helmaroc king appears out of nowhere to kidnap your lil sis to the moment Link sails away from his island one last time in the end in search for the new Hyrule. So many scenes in that game gave me major positive goosebumps.

Bad goosebumps: Forest Temple music in OoT.

Good goosebumps: The entire Zelda series

The end of FSA. Undoubtedly the most straight-up happy ending to a Zelda game.

Oh, and the end of WW. That's the most cinematic scene in Zelda right there. Come to think of it, Wind Waker is probably the most cinematic game in the series.

Nostalgia goosebumps playing the NES version.

WW ending. It was just so cool! All the water crashing down, the king's wish, Ganondorf talking about Hyrule and laughing insanely...

Seeing underwater Hyrule in WW. Just really nostalgic.

Seeing Skull Kid in TP for the first time. Don't really know why....

Fighting puppet Zelda in TP. I definitely wasn't expecting that to happen!

I got goosebumps when I first experienced the well in OoT. That scared the crap out of me seeing as I was only 11. As for positive, I'll have to say the whole end credits of (again) OoT. I think the majority of the fact was the feeling of accomplishment that came with watching it. Though I'll have to agree with a other couple people on here,Wind Waker gave me the goosebumps too. All over great game.

The part that gives me the most goosebumps and almost makes me want to cry is the part in Majoras Mask when you get the Gibdo Mask. It's just so adorable how the little girl acts so mature and tells her father it was just a bad dream (I think she said that anyways).

Then I remember to have gotten it in Twilight Princess when Colin believes that Link will save them when you're watching them as a wolf. I've also gotten goosebumps to the wonderful title screen of Wind Waker and of course Ocarina of Time's Title Screen, it's just so damn good.

Probably some other parts too but these are the ones I remember the most.

EDIT: I remember one other time in Twilight Princess when I was riding Epona on Hyrule Field and it started to rain. It was maybe the fourth time I played the game and I just realized how much I loved the game. I've gotten a similar feeling on every 3D-Zelda Game I've played.

The first time you see Hyrule Market in Ocarina of Time after seven years. That gave me goosebumps from here to Tokyo. Also the Majora Mask atmosphere makes me shiver now and then.

Positive goosebumps are the battles with Ganondorf. I enjoy those fights a lot.

As Purple Lemon said, when the title-screen music plays in the first Zelda. I've got so many good memories that comes back when I see that waterfall and hear the music.

That scene in WW where Link puts the last pearl on the statue, mostly because I know that my favorite scene in any Zelda game is about to happen. (When he's like "IT'S GONNA BLOW!" and then it doesn't but then it does and he crashes into the Tower of the Gods, I think it's so damn hilarious).

Defeating the snake form of Puppet Ganon in Wind Waker. :3 The aiming of the arrow being so precise made it a scary moment to miss.

Originally Posted by Lune

The first time you see Hyrule Market in Ocarina of Time after seven years. That gave me goosebumps from here to Tokyo. Also the Majora Mask atmosphere makes me shiver now and then.

Positive goosebumps are the battles with Ganondorf. I enjoy those fights a lot.

^ Same here.

The seven-year-later Hyrule Town was a shocker.


Just a weird thing to throw out, but that hand stuck in the toilet in MM scared me the most out of everything else in every other Zelda game.

I'm having a bit of a hard time coming up with a lot of specific parts off the top of my head. However, I tend to get goosebumps bigtime with the appropriate music, more than anything. For example- the opening scene to Wind Waker was huge. I'm a fool for basically anything (especially music) which is in somewhat nostalgic.

Probably the biggest thing for me was the entire Hyrule Castle sequence in Wind Waker.

When I enter an island's sector in Wind Waker and I see the shadows of Seahats appearing I always become scared and nervous, I've never really liked how Seahats looked and how they all charge to attack you. I also get scared when a Dark Train or an Armor Train starts to chase me in Spirit Tracks, and the Dark Train Theme commences.

The moment when Ganondorf changes into Ganon and the final fight music begins to play as Zelda screams when Link loses the Master Sword. Probably the most epic moment in the series.

The appearance of the King of Hyrule after the final fight in Wind Waker was also fantastic.

Triumphant and Awesome Goosebumps: Seeing Hyrule Castle underwater in TWW. Going to the Dark World for the first time in ALttP. Jumping out of Lon Lon Ranch with Epona after you win her in OoT. Seeing True Form Midna in TP. Entering the room with Ganon and holding up the Triforce with that tune (Doo doodoo doo doodoo DUN DUN DUNNNNN!) in LoZ.

Collywobbles:

Just a weird thing to throw out, but that hand stuck in the toilet in MM scared me the most out of everything else in every other Zelda game.

Totes.

Ikana Valley. The zombies just creep me out and the little girl with the mummy father doesn't help.