Just finished a re-read of Matt Wagner's Zorro run and it really is superb. It has some really nice smart moments and does some nice playful things with the way it tells its story. I'm particularly fond of the final arc from the original 20 issue run (issues 15-20). The end did feel a little rushed, Zorro Returns feels like it did quite get to explore the themes it wanted to as fully as it might. After the
death of Zorro's father I think there was an extra arc about how this affected Zorro waiting in the wings and never told. It would have fleshed out the final arc so much more.
Mind in dewelling on that it would have lost sight of one of the things that it remembers so well. That being that Zorro is about fun and enjoy, swashbuckling and adventure at its heart and this is a joy to read.
Well aided by two great artists in Francesco Francivilla and John K Synder III in the final arc (the art around these two isn't so good) really raise this all up a notch too.
So yeah if you fancy some high adventure comics these can't come recommended highly enough.