Zero is a ghostly dog that appears to be made of a white sheet, much like a stereotypical ghost. Like Pluto, he has basset hound-esque floppy ears. His "eyes" are just empty holes in the sheet. Zero's snout is very long and thin, and his upper jaw curls upward at the tip. His nose is a small glowing jack-o-lantern like Rudolph's red nose, and his collar is a faded brown color.
Zero first appeared in the 1993 movie The Nightmare Before Christmas. In the movie, Jack finds the door to Christmas Town while he is taking Zero for a walk. Later, when Jack wants to take off through the thick fog to deliver presents, Zero has to light the way. At the end of the movie, Jack and Sally kiss each other as Zero looks at them. He then flies into the air and transforms into a star.
Zero appears as an ally to Jack, vital in certain parts of the storyline. After hearing from Corpse Kid and Clown that Oogie's baddies had kidnapped Sally and taken her to the cemetery, Jack rushes there himself. He finds the Hanging Tree, though his Hanging Men are missing, who states that he doesn't know where Sally is, but adds that his men might. Jack states that he could track them down and ask, and mentions that he could use Zero's nose for it. Hanging Tree directs him to Zero's grave and, after a skirmish with Lock and some skeletons, Jack reaches the grave and calls Zero. He emerges, and leads Jack to five separate places in the graveyard, where each Hanging Man is hiding.
He is seen again much later, after Jack has all but undone everything Oogie did in Halloween Town. He learned from Oogie's shadow that the villain was currently in Christmas Town, so he calls Zero again from his grave to help him find the key to Spiral Hill so that he can reach the Hinterlands. Zero's nose again proves helpful, and Jack finds the key.
Zero's grave is accessible at any point once the Graveyard can be reached, but he will never be home except for those two times. Apart from that, he is only seen in the closing scene, as Jack and Sally share a heartfelt moment like the ending of the film.