zeugma Traditionally of cases of coordination in which one element would not form a construction on its own. E.g. one cannot say They said that so what; there fore there is a zeugma in They said that [[they were coming] and [so what]]. Often extended to include syllepsis.
zoonym A word for a kind of animal. e.g. fox.
Zuni A genetically unclassified language of New Mexico in the USA.
Definitions from: The Concise Oxford Dictionary of Linguistics, Second edition, 2007
Image credits: "Z" signal flag from Wikipedia