I'm pretty sure there actually was a nintendo game with that name ... don't remember playing it though.

I think the name Zzyzx was given so that it could be the last road (alphabetically) in the United States. Don't know why someone would want that, but that seems to be the case...

 

The history around the area known as "Zzyzx" is quite interesting (to me, at least). The road is named after the area, but not in order to be last in the phone book.