Zarej: [USA] Pagan, a StormWatch operative (Image/WildStorm).
Zaxton Regulus: [USA] Doctor Regulus, the pre-crisis version of the LSH villain (DC Comics).
Zebra:
Zeke Midas Wolf: [USA] Disney's version of the Big Bad Wolf from the European Folk Tales.
Zeus: [Greece] Supreme leader of the World above from Greek Mythology.
Zilly: [USA] Hanna & Barbera's mechanic and pilot.
Złośniczek: [Italy] Polish name sometimes used for Osvaldo Cavandoli's cartoon character La Linea.
Zoofus: [Denmark] The zookeeper from Torben Osted's series Fodring Forbudt.
Zoyvod: [USA] Villain from Dale Keown's part of the original Image Universe/Full Bleed.
Zzzax: [USA] Electrical monster from Marvel Universe (616 continuity).