Zorro (Spanish for "The Fox") was the alias of an adventurer and freedom fighter in 19th century Mexico, originally chronicled in the pulps by author Johnston McCulley. Zorro's real identity was Diego Vega (or de Vega, or de la Vega), but his mantle has been taken on subsequently by many others (indeed, earlier Zorros have been identified) and Zorro is thus an example of the generational hero, in the manner of The Phantom.
Zorro's presence in the Wold Newton Universe seems largely down to crossovers, but Matthew Baugh's considerable work on identify a chronology and geneology of the character (see his essay in Myths for the Modern Age, ed. Win Scott Eckert) is very much in the tradition of Philip José Farmer's Tarzan Alive.