If you are stuck in a particular place on The Legend of Zelda, then maybe these hints and tips will help you out.
Sent in by Razor
To avoid losing bombs and possibly gain them when fighting Dodongo, wait until he is close, and throw 2 bombs into his mouth, timing it so the second bomb comes about 1/4 second after the first. If you've timed it right, Dodongo will slowly walk in place. You can then simply stab him with your sword to kill him. He will leave a bomb for you almost every time. If you're really good, you can also just use 1 bomb, and time it so that he walks into the blast just after you set the bomb.
Sent in by Mark
After you get all of the triforce, go to the outside of Level 8 and blow your whistle. You go to the outside of Level 9.
Sent in by Cole
Walk into Level 1, walk out, then walk back in and the locked door will be open.
In screens with multiple enemy types, kill the weakest ones, leave the screen, and return. The strongest enemies will have changed into weaker ones.
Leave one enemy alive on a screen and it will prevent the rest from returning later.
If you are stuck in a screen with no way out, and no way to lose a life, you can use this code to save your game (so you don't lose the items you have picked up), and start over from the starting screen of the game. Press Start on Controller 1 to call up the sub-screen. Then press Up and A on Controller 2 to bring up the "Continue, Save, Retry" screen. This is just like losing your last life!