December 18, 1987
In the original Japanese version of the game a tomb is found in the town of Elfheim, which reads "Here lies Link". This is clearly a reference to the hero from the Zelda series, and might specifically mock his elf-like appearance since it's found in a town of elves.
Some consider this the actual tomb of Link, but since this reference wasn't authorized by Nintendo, we can only say that the person buried in that tomb has the same name as the hero from Zelda, but it's not actually him.
Link's name was removed from the international versions of the game, and replaced by Edrick's from Dragon Quest. It was changed back to Link in most later versions, but again to Edrick in the PAL version of Final Fantasy Origins.
The Legend of Zelda: A Link to the Past (International versions)
April 13, 1991
Nintendo held a contest in Issue 16 of the Nintendo Power magazine, published in 1990, where a randomly-selected winner would get their name to appear in a future NES game. To win, the person had to take a picture of the elusive Warmech boss in the game Final Fantasy, and mail it to Nintendo Power. The winner was a guy named Chris Houlihan and as a reward he had his name written within The Legend of Zelda: A Link to the Past.
Precisely it's found on a Telepathy Tile in a secret room only accessed by entering holes in special conditions. Since this room technically serves as a crash prevention measure, being the room where the game sends Link in case it can't determine which room he should be sent to, it's not clear if it was intended as a secret, or if it's a scrapped room that happens to be accessable through a glitch.
Final Fantasy X
July 19, 2001
This game features a sword called "Master Sword", just like the legendary weapon from the Zelda series. It's not clear if this is an intentional reference or a coincidence, since while its Japanese name is quite peculiar (it's the English "Master Sword" in Japanese versions of both Zelda and Final Fantasy), its role and appearance are totally different.
A sword with the same name appeared also in Final Fantasy Tactics Advance, Final Fantasy Tactics A2 and Final Fantasy Type-0.
Final Fantasy Origins
October 31, 2002
In the remake of Final Fantasy included in this compilation, the elves met at Elfheim have been redesigned, now featuring a green pointy hat similar to the one worn by Link in the Zelda series. While it's possible for this to just be a coincidence, it might be done to strenghten the reference to the Zelda series, already featured in the form of Link's tombstone.
This appearance for the elves remained in all later versions and remakes of Final Fanasy.
The creators of Final Fantasy held nbo right over Nintendo's Zelda, but they only included minor references to the series.