Sonic ventured to The Legend of Zelda Zone as part of downloadable content for Sonic: Lost World, a 3D Sonic game that was released on Wii U and Nintendo 3DS in 2013. The Zelda Zone was essentially a Sonic course that took inspiration from various Zelda games like Ocarina of Time and Skyward Sword. (Sonic also got to visit the Yoshi Zone in a separate bit of DLC for Lost World.)
Throughout the level, Sonic runs through recognizable Zelda locales like Hyrule Field and Death Mountain. Every now and then, we’ll see Link soaring overhead on a Loftwing. At one point, Sonic gets launched up into the air, and Link waves at him.
The level is just really dang cute. In addition to Sonic wearing Link’s iconic green tunic, it’s filled with other references. It swaps out Sonic’s golden rings for rupees. All the music is from Zelda. Also, Sonic can open chests and get new heart containers that expand his health bar. At the very end, Sonic finds a special surprise. You can check out a full playthrough of the level here.
It’s fun to see because, besides the occasional brawl, Link and Sonic don't get to meet each other all that much. Here, they both get to adventure through the big green world together.