S U N R I S E ; a thing that doesn't change with time is a memory of younger days...

roles

ocarina of time

Malon made her first appearance in 1998's Ocarina of Time for the N64. Link first meets Malon in Hyrule Town, where he is trying to get into the castle and Malon is trying to find her father, Talon. Malon gives Link the famous nickname "Fairy Boy" after first meeting him. Our hero eventually finds Talon asleep at Hyrule Castle after making a Lon Lon Milk delivery. It turns out that Malon lives at the Lon Lon Ranch, where she attends to the animals and helps her father. When Link visits, she teaches him Epona's Song, which allows him to call Epona the horse. After Link travels forward in time seven years, he finds that the Lon Lon Ranch has been taken over by the evil Ingo, who has kicked out Talon. Malon stays there so Ingo won't mistreat the horses. Link beats Ingo in a horse race, and returns the ranch to Malon's care.
toki no ocarina (manga)

Akira Himekawa's manga adaptations of the Zelda series (Shameless plug alert!) not only have pretty art, but allow for much more character development than the games. Malon has a much more defined personality. We even get to see her daydreaming about being saved by a knight in shining armor... only be be disappointed when Link falls into a pile of hay before her eyes. Malon and Link meet as children, and discuss what they'd like to do in the future. Seven years later, Link returns, and liberates the Lon Lon ranch from Ingo with Malon's help.
oracle of seasons

Malon makes a return in the Gameboy Color game Oracle of Seasons, Malon is left to care for Cuccos while her father is climbing Mt. Cucco. She doesn't know how to take care of the Cuccos, so Link brings her a Cuccodex in exchange for a Lon Lon Egg. Malon and Talon lack pointed ears in this game. the wind waker
Malon doesn't make an appearence in The Wind Waker, however, one of the signs in the cafe on Windfall Island mentions Lon Lon Milk. So, there's probably a Lon Lon Ranch somewhere in the world that doesn't appear in the game. Maybe.
the minish cap
Malon appears in The Minish Cap with her usual role, helping her father out at the Lon Lon Ranch.

You encounter her first when she's selling Lon Lon Milk in Hyrule Town, and later at the ranch when Talon loses his key. Also, you can hear the first few notes of Epona's Song when you talk to her! Aww :3!
four swords adventures
Malon has a small role in Four Swords Adventures.

The multiple Links escort her back to the Lon Lon Ranch along a dangerous path. After bringing Malon home, Talon gives the party carrots and horses! Whoo!