Such words would usually start with za, zo, zu (the same sound
with "ze" or "zi" would normally be spelled "ce" and "ci"; some
first and last names are notable exceptions). Examples are:
zorro (fox), zapato (shoe), zona (zone), zumbido (hum, as a
noun), zurdo (left-handed).
Open any Spanish-English dictionary at the letter "z", and
you'll find a lot more.