This page explains in detail the interactions between the Scott Pilgrim series and the Zelda series.
Scott Pilgrim Gets It Together
October 2007
Scott Pilgrim
Zelda
The fourth volume of the series, precisely Chapter 20, features a scene believed by many to be based on the Zelda series. Scott dreams of wandering in a forest weilding a sword and a shield, being accompanied by a little elf. The elf asks him about a cheat code, and as Ramona Flowers shows up she says "Look out! Random encounter!!"
The elf is believed to be a parody of Navi from The Legend of Zelda: Ocarina of Time, since she constantly talks to Scott annoying him, much like many players are annoyed by Navi constantly talking to Link. Also her exclamation "Look out!" might be based on Navi's exclamation when encountering an enemy, "Watch out!"
Scott Pilgrim's Finest Hour
July 20, 2010
Scott Pilgrim
Zelda
Chapter 34 of the book, part of the sixth and last volume, is titled "A link to the past", which is the subtitle of the third main Zelda game, The Legend of Zelda: A Link to the Past.
Gideon's symbol appearing on Scott's chest.
Additionally the logo of Gideon Gordon Graves' company appears to be an upside-down Triforce. It is also featured in the movie, where it's formed by three triangularly shaped 'G's
Also, the plot involving Gideon freezing his six ex-girlfriends and wanting to do the same with Ramona, is believed by some to be based on the Seven Maidens being sealed in crystals in The Legend of Zelda: A Link to the Past. Scott's evil alter-ego is believed by some to be based on Dark Link from the Zelda series, though this can't be proved, since he just represents the cliché of the evil doppelganger.
Scott Pilgrim vs. the World (film)
August 13, 2010
Scott Pilgrim
Zelda
Behind the scenes footage showing A Link to the Past on Young Neil's Nintendo DS.
The movie opens up with the introduction music from The Legend of Zelda: A Link to the Past and many sound effects from the game are heard later on.
Near the beginning, when Scott introduces the member of his band to Knives, she asks Young Neil what he plays, and he responds "Zelda... Tetris... that's kind of a big question...", though she meant what instrument he'd play (she also asks it in the comic version of this scene, but Neil simply responds "Um... Nothing. I just live here."). Neil is actually seen playing on a Nintendo DS Lite with a Game Boy Advance cartridge throughout the film, and while the game is never clearly shown, behind the scene footage clearly show that it's actually the Game Boy Advance remake of A Link to the Past.
Finally in the second dream sequence a cover of A Link to the Past's Fairy Fountain theme, titled "Enter Goddess" is heard as the background music.
License
The author nor the publisher of the Scott Pilgrim book held any right over Nintendo's Zelda, but they only included minor references to the series.
On the other hand, the "Enter Goddess" track was used with permission from Nintendo, as shown in the end credits for the movie, so it can be assumed that the Zelda references in the movie where licensed by Nintendo.