Count: 0 — There are no official U.S. state capitals that start with the letter Z. This list returns zero entries when limited to seats of state government. A few U.S. towns and cities begin with Z (for example, Zanesville, Ohio), but none of them serve as a state capital.
Note that authoritative sources such as official state government lists and the U.S. Census Bureau confirm this absence. U.S. place names reflect settlement history, European and Indigenous naming patterns, and linguistic norms that rarely produce initial Z sounds in major governmental seats. Understand that the letter distribution of place names is uneven, so some initials — like Z — simply do not appear among state capitals.
Consult related categories if you expected results. Look at U.S. county seats, municipal capitals, or an A–Z master index of all U.S. places to find towns that start with Z. Consider international capitals that do begin with Z (for example, Zagreb) if your interest extends beyond U.S. state capitals.