Zelda’s Adventure was quite possibly the best Zelda game for the CD-I. Not a big accomplishment by any means, considering how absolutely horrible the other two are.
In this game, you play the princess Zelda herself. The evil Gannon has captured and imprisoned the brave hero Link. In order to save him, Zelda has to venture into Tolemac, an uncharted southeastern region of the land of Hyrule, and to collect seven celestial signs, which is the only way to defeat Gannon.
Since it was never officially released outside of Europe, it’s pretty darn rare too.
Here’s a regular copy, selling for a $160.13 BIN (cheapest I can find).
Here’s a sealed copy selling for a whopping $700 BIN.
Lastly, what led me to this post. There’s a nifty test disc selling for roughly $320 BIN.