There's a new Zorro series, by Dynamite Entertainment. I really enjoyed the first issue, and didn't see any threads, so I'll just post my thoughts here. Zorro #1 mainly explores his childhood, narrated by his friend Bernardo. He tells of the spiritual journeys and rites of passage that lead to young Diego eventually becoming the legendary hero. A corrupt soldier tells his companions of an encounter with Zorro, who he describes as a demon, or some kind of force of nature. The artwork and storytelling are top notch.