- He spent nearly six weeks fighting for a role in À l'épreuve du feu (1996), up against Matt Damon. The day he found out Damon landed the film role over him, he was offered the part in That Thing You Do! (1996).
- Is a Harvard graduate.
- In May 2011, Zahn traveled from New Orleans (where he lived while shooting Treme (2010)) to Tuscaloosa, Alabama, to help with the relief effort in the aftermath of the massive EF4 tornado that struck Tuscaloosa in April 2011. The tornado killed 53 people in the Tuscaloosa area and destroyed thousands of homes and businesses. Zahn helped clear debris left by buildings and trees with little fanfare or press attention.
- Zahn is a history buff who loves documentary films.
- In July of 2004, Zahn and his family moved from their rural farm in New Jersey to a horse farm in Lexington, Kentucky, his wife's hometown.
- Is an accomplished singer/guitarist. He played lead guitar and sang in That Thing You Do! (1996) and played guitar and sang in Diablesse (2001).
- He founded a theater company called Malaparte with Ethan Hawke, Robert Sean Leonard, and Frank Whaley.
- He shot his entire role in Le mystificateur (2003) in three days, during a five-day break from filming École paternelle (2003).
- Was Tom Everett Scott's best man at his wedding.
- Has two children with wife Robyn Peterman: Henry James Zahn (born April 3, 2000) and Audrey Clair Zahn (born April 25, 2002).
- Is an avid fly fisherman. Owns a farm in Western New Jersey.
- Met future wife, Robyn Peterman, during a 13-month national touring company of "Bye Bye Birdie", in which they appeared together.
- Conferred honorary PhD in Fine Arts from Northern Kentucky University 4 May 2007.
- One night during the filming of Rescue Dawn (2006), he got up to use the toilet. While urinating, he fainted. When he woke up, he was initially mad at himself for drinking so much. Awakening further, he realized that he hadn't had any alcohol for about three months, and that he had probably fainted because he had lost so much weight for the part. To regain his mental focus, he played video-game golf.
- Lost 40 pounds for his role in Rescue Dawn (2006).
- His surname translates to "tooth" in German. His father is of German and Swedish descent and his mother is of German ancestry.
- Gained 20 pounds for L'employé du mois (2004).
- Graduated from Robbinsdale-Cooper Senior High School, New Hope, Minnesota.
- Son-in-law of catalog clothier J. Peterman.
- Briefly attended the Guthrie Theater Drama School in Minneapolis, Minnesota, but dropped out to pursue his film career.
- Has two children, Henry and Audrey, with wife Robyn Peterman.
- Parents are Carleton Edward Zahn and Zelda Zahn.
- Has thrice played a character who is incarcerated: Une virée en enfer (2001) & National Security (2003) & Mr. Monk's Other Brother (2009).
- Born on exactly the same date as talk show-host Jimmy Kimmel.
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