Zorro debuted in Johnston McCulley's novel The Curse of Capistrano, serialized in five parts between August 9 and September 6, 1919 in the pulp magazine All-Story Weekly. The story was originally meant as a standalone tale, and at the denouement, Zorro's true identity is revealed to all.

Douglas Fairbanks and Mary Pickford, on their honeymoon, selected the story as the inaugural picture for their new studio, United Artists, beginning the character's cinematic tradition. The novel was adapted as the film The Mark of Zorro (1920), which Fairbanks produced, co-wrote and starred in as Diego/Zorro. The movie was a commercial success, and the 1924 reprint of McCulley's story by publisher Grosset & Dunlap used the same title, capitalizing on the movie's popularity. The novel has since been reprinted using both titles.

In response to public demand fueled by the film, McCulley wrote more than sixty more Zorro stories, beginning in 1922. The 1922 story was The Further Adventures of Zorro and was also serialized in Argos All-Story Weekly. Fairbanks picked up the movie rights for the sequel that year. However, Fairbanks's sequel, Don Q, Son of Zorro (1925), was more based on the 1919 novel Don Q's Love Story by the mother-son duo Kate Prichard and Hesketh Hesketh-Prichard than The Further Adventures. Thus McCulley received no credit on the film.

At first, production of new Zorro stories proceeded at irregular intervals: the third novel, Zorro Rides Again (not to be confused with the 1937 theatrical serial) was published in 1931, nine years after the second one. Then, between 1932 and 1941, McCulley wrote four short stories and two serialized novels. Zorro stories were published much more frequently between 1944 and 1951, a period in which McCulley published 52 short stories with the character for the West Magazine. "Zorro Rides the Trail!", which appeared in Max Brand's Western Magazine in 1954, is the last story to be published during the author's lifetime, and the second-to-last story overall. The last, "The Mask of Zorro" (not to be confused with the 1998 film), was published posthumously in Short Stories for Men in 1959. These stories ignore Zorro's public revelation of his identity.

The Curse of Capistrano eventually sold more than 50 million copies, becoming one of the most sold books of all time, while the rest of McCulley's Zorro stories didn't enjoy the same popularity, as most of them were never reprinted until the 21st century.

Over 40 Zorro titled films were made over the years, including The Mark of Zorro, the 1940 classic starring Tyrone Power. The character was also featured in ten TV series, the most famous being the Disney-produced Zorro series of 1957–'59, starring Guy Williams. Zorro appears in several stories written by other authors, comics books and strips, stage productions, video games and other media. McCulley died in 1958, just as Zorro was at the height of his popularity thanks to the Disney series.

In The Curse of Capistrano, Señor Zorro became an outlaw in the pueblo of Los Angeles in California "to avenge the helpless, to punish cruel politicians, to aid the oppressed" and is dubbed the "Curse of Capistrano". The novel features extensively both Don Diego Vega and Zorro, but the fact that they are the same person is not revealed to the reader until the end of the book. In the story, both Diego and Zorro romance Lolita Pulido, an impoverished noblewoman. While Lolita is unimpressed with Diego, who pretends to be a passionless fop, she is attracted to the dashing Zorro. The main villain is Captain Ramon, who also has his eyes on Lolita. Other characters include Sgt. Pedro Gonzales, Zorro's enemy but Diego's friend; Diego's deaf and mute servant Bernardo; his ally, Fray (Friar) Felipe; his father Don Alejandro Vega, the richest landowner in California and a widower; Don Carlos Pulido and his wife, Doña Catalina, Lolita's parents; and a group of noblemen (caballeros) who, at first, hunt Zorro but are then won over to his cause.

In later stories, McCulley introduces characters such as pirates and Native Americans, some of whom know Zorro's identity.

In McCulley's later stories, Diego's surname became de la Vega. In fact, the writer was wildly inconsistent. The first magazine serial ended with the villain dead and Diego publicly exposed as Zorro. But in the sequel, the villain was alive and the next entry had the double identity still secret.

Several Zorro productions have expanded on the character's exploits. Many of the continuations feature a younger character taking up the mantle of Zorro.

McCulley's stories are set during the during the era of Spanish California (1769–1821) and, although exact years are often vague, the presence of the Pueblo of Los Angeles means the stories cannot happen before 1781, the year it was founded. Some media adaptations of Zorro's story have placed him during the later era of Mexican California (1821–1846).

The character's visual motif is typically a black costume with a black flowing Spanish cape or cloak, a black flat-brimmed hat known as sombrero cordobés, and a black sackcloth mask that covers the top half of his head. Sometimes the mask is a two piece, the main item being a blindfold-type fabric with slits for the eyes, and the other item being a bandana over the head, so that it is covered even if the hat is removed: this is the mask worn in the movie The Mark of Zorro (1920) and in the television series Zorro (1957–1959). Other times, the mask is a one piece that unites both items described above: this mask was introduced in The Mark of Zorro (1940) and appears in many modern versions. Zorro's mask has also occasionally been shown as being a rounded domino mask, which he wore without also wearing a bandana. In his first appearance, Zorro's cloak is purple, his hat is generically referred to as a "wide sombrero," and his black cloth veil mask with slits for eyes covers his whole face. Other features of the costume may vary.

His favored weapon is a rapier, which he also uses to often leave his distinctive mark, a Z cut with three quick strokes, on his defeated foes and other objects. He also uses other weapons, including a bullwhip and a pistol.

The fox is never depicted as Zorro's emblem. It is used as a metaphor for the character's wiliness, such as in the lyrics "Zorro, 'the Fox', so cunning and free ..." from the Disney television show theme.

His heroic pose consists of rearing on his horse Tornado, often saluting with his hand or raising his sword high. The logo of the company Zorro Productions, Inc. uses an image of Zorro rearing on his horse, sword raised high.

Zorro is an agile athlete and acrobat, using his bullwhip as a gymnastic accoutrement to swing through gaps between city roofs, and is very capable of landing from great heights and taking a fall. Although he is a master swordsman and marksman, he has more than once demonstrated his prowess in unarmed combat against multiple opponents.

His calculating and precise dexterity as a tactician has enabled him to use his two main weapons, his sword and bullwhip, as an extension of his deft hand. He never uses brute strength. Instead and more likely, he uses his fox-like and sly mind, and well-practiced technique to outmatch an opponent.

In some versions, Zorro keeps a medium-sized dagger tucked in his left boot for emergencies. He has used his cape as a blind, a trip-mat and a disarming tool. Zorro's boots are also sometimes weighted, as is his hat, which he has thrown, Frisbee-style, as an efficiently substantial warning to enemies. But more often than not, he uses psychological mockery to make his opponents too angry to be coordinated in combat.

Zorro is a skilled horseman. The name of his jet-black horse has varied through the years. In The Curse of Capistrano, it was unnamed. In Disney's Zorro television series the horse gets the name Tornado, which has been kept in many later adaptations. In most versions, Zorro keeps Tornado in a secret cave, connected to his hacienda with a system of secret passages and underground tunnels.

McCulley's concept of a band of men helping Zorro is often absent from other versions of the character. An exception is Zorro's Fighting Legion (1939), starring Reed Hadley as Diego. In Douglas Fairbanks' version, he also has a band of masked men helping him. In McCulley's stories, Zorro was aided by a deaf-mute named Bernardo. In Disney's Zorro television series, Bernardo is not deaf but pretends to be, and serves as Zorro's secret agent. He is a capable and invaluable helper for Zorro, sometimes wearing the mask to reinforce his master's charade. The Family Channel's Zorro television series replaces Bernardo with a teenager named Felipe, played by Juan Diego Botto, with a similar disability and pretense.