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The Instruction Manuals are booklets packaged in with the Games. All of them contain a backstory to the game in addition to control usage and in-game menu navigation. The older titles' booklets are valued among collectors, as gamers often threw away the box and manual.
The Legend of Zelda
The initial title's manual has been one of the most detailed to date. This may have been to make up for the lack of in-game text. Every dungeon, Boss, Item, and Enemy was named and included artwork of each.
Zelda II: The Adventure of Link
This manual also contained more backstory than the actual game. However the manual did not name all of the Palaces as the actual game did.
Typically Legend of Zelda series fans claim in-game content to be of higher canonicity than manuals. One consideration to bear in mind with the older titles is the data limits of the cartridges compared to the lack of limits of print. Case in point A Link to the Past's representation of Link's hair color. Which appeared pink in-game but the usual blonde in the artwork of the game's manual.
The early games in the series contained almost no storyline, so the manuals were needed to understand the context of the game. For example, the manual for Zelda II: The Adventure of Link explains the story of the third Triforce and the ancient story of the "Sleeping Zelda," but none of this is covered in in-game text.
Difficulties also may arise with re-releases of older games that may contain a revised manual. The original manual for The Legend of Zelda: A Link to the Past contained an extensive backstory that was condensed in its Game Boy Advance remake in 2002. As such, such important details of the Imprisoning War story such as Ganon's rise to power and the search for the Master Sword were omitted entirely, causing some to think that the story itself had been revised.
Manuals of Ported Games
Thus far, the manuals of older games ported to newer systems has had significantly less content than the original versions. Canon purists often place the newer version higher than the older version. Nintendo's reasoning may have simply been one of costs instead.