Zelda's Lullaby — Impa teaches it in the castle courtyard after you meet Zelda. Proves you are a messenger of the Royal Family; opens Royal Family doors and Great Fairy fountains.
Epona's Song — Talk to Malon in the Lon Lon corral during the day with the Ocarina and she teaches it to you. Calls Epona and makes cows give milk.
Saria's Song — Follow the Lost Woods to the Sacred Forest Meadow (from the Kokiri entrance: right, left, right, left, straight, left, right; the correct tunnel plays the melody louder) and reach Saria at the meadow's end. Darunia needs to hear it.
Sun's Song — Play Zelda's Lullaby on the Triforce slab in front of the Royal Family's Tomb in the Graveyard; read the song inside. Swaps day and night and freezes ReDeads and Gibdos.
Song of Time — Zelda teaches it telepathically when you pick up the Ocarina of Time from the moat. Moves blue Time Blocks and opens the Door of Time.
Song of Storms — Play your Ocarina to the windmill man in Kakariko as an adult and he teaches it. Playing it as a child in the windmill drains the well.