Well, the Latin alphabet as used for writing English. Its Ω is Z, my letter: [zɛd] most Anglophone places, [zi:] in Anglophone America (meanwhile, it’s [tsɛt] in the language of my grandparents). Suddenly relevant once again when I stumbled on the Z-named disc jockey Zedd, who led me to other Z-names: the singer / songwriter Zee Ali, the transgressive filmmaker Nick Zedd, and the robotic entertainer David Zed.
There are more; these four share the characteristic that their Z-names are professional names they’ve adopted. Their birth names, in order: Anton Zaslavski, Izyan Alirahman, James Harding, David Kirk Traylor.
