You could get Phantasy Star Online Episodes 1&2 (it's a single game) for the gamecube and play it on the Wii. It's very much like a futuristic Zelda, pretty darn fun. (technically it's a futuristic diablo with combat vaguely more toward that of a zelda but not as refined, still it's got an overarching story, multiple classes and races, coop and single player gameplay and what not)
There's also the Xmen Legends games. Oh yeah and Marvel Ultimate Alliance is for the Wii.
Can't think of much else that will play on the Wii that's Zelda like and multiplayer though. Having access to PCs or one of the other consoles would potentially open up more options.
Oh, Zelda Four Swords was quite fun on the gamecube (2d zelda game), but requires a gameboy advance per player plus attaching cable. And if that's your style, the GBA also had a Zelda Four Swords game (maybe 2?) as well as some *something* of Mana games with similar multiplayer on the DS.