Here are the Russian Orthodox saints that start with the letter "Z," with their feastdays where available:
- Zacchaeus the Deacon, December 18
- Zacharias, Bishop of Corinth, March 30
- Zacharias the Prophet
- Zacharias, Father of St. John the Forerunner, September 5
- Zacharias, Patriarch of Jerusalem, February 21
- Zacharias of Patrai, January 20
- Zachary the Faster of the Far Caves, March 24
- Zeno of Gaza, September 21
- Zeno of Palestine, September 17
- Zlata the New Martyr, October 13
- Zinais the Martyr
- Zoe the Martyr
- Zorses the Georgian, January 2
- Zosimas of Mt. Sinai, June 4
- Zosimas the Priest-Monk, April 5
Source: http://www.gnisios.narod.ru/lives.html