I'm going to have to try an old zip drive with a Vista system. I could have sworn they were PnP
Depends on the drive.
The Parallel and Serial externals need a driver, no question. (and I doubt one exists for x64)
The USB variety is PnP, and while it needs a driver in 95 and 98 (I believe) XP and later (or, at least, XP... maybe they took it out) have built in support for them. They just see them as a removable drive (Again, at least, XP did).
Also, you can use any IDE ZIP drive at all- for most operating systems it just sees it as another hard disk.
Luckily, every external ZIP drive is really just a IDE ZIP drive in a box with a circuit board adapter. you can rip it out and use it as an IDE drive (usually without a front bezel, so it's rather ugly, but it works).