If you check Wikipedia you'll see there are a number of Zebra crosses, collectively known as Zebroids:
Zebra (stallion) + horse (mare): zorse, zebra mule, zebrule or golden zebra
Zebra (stallion) + pony (mare): zony
Zebra (stallion) + Shetland pony (mare): zetland
Zebra (stallion) + any ass species (jenny): zebrass
Zebra (stallion) + donkey (jenny): zedonk, zeedonk, zonkey, zebronkey, zebadonk
Zebra (mare) + donkey (sire): zebrinny
Zebra (mare) + horse (stallion): hebra
Apparently they were mentioned by Darwin: in the Origin of Speies he refers to four coloured drawings of hybrids between the ass and zebra. These crosses are usually sterile. The Zorse article has some comments on genetics:
Zebras, donkeys, and horses are all members of the family equus -- equines. Equines can be crossbred to produce hybrids. They are all slightly different in genetic makeup, but still all equines. That is, horses have 64 chromosomes, zebra have between 44 and 62 (depending on species). Zorses can be male or female, but are sterile since their chromosome count is 63.
Just in case you think I get all my information from Wikipedia I'll also refer you to the wonderfully named International Zebra-Zorse-Zonkey Assocation. Lots of information and pictures and even a Zonkey for sale. Where else but at the Spots 'n Stripes Ranch in California. I didn't know I wanted a Zonkey, but now I do.