Do all Zelda games do this?

[The Summoner of Leviathan]

with the wii you can download:

The Legend of Zelda
Adventures of Link
Zelda: A Link to the Past
Zelda: Ocarina of Time
Zelda: Majora's Mask

Nintendo has yet to release Majora's Mask for Virtual Console (at least in North America), though I hope they do in the future. :/