Note: If your player is not appropriately playing the midis and is asking you to download instead, go into Quicktime Preferences. Go under the Browser tab, and select MIME settings. Go down the list and be sure to have MIDI selected. Then, go under File Types and do the same thing. Here's image instructions for those less savvy.
MCLoZ's Zelda Midis List
The following tracks are the same as the ones that can be found in the Midi Player. To save: right click and select "Save As".