The Green Hornet counts as a marginally SF character because of his gadgets -- the Black Beauty
with its special engine and other gimmicks, the gas gun, and (in the TV series) the Hornet Sting.
As for Zorro, I don't think that really counts as SF/fantasy. It's pulp adventure, a genre that has a lot of overlap with comics and SF. Unfortunately "pulp" is no longer really a category in its own right, so it's hard to get all the various pulp-influenced genres grouped together in stores.