Zane's first starring role was in a 1990 independent film, the low budget science fiction thriller Megaville. In 1990, he also co-starred in the film Memphis Belle, a film version of a 1944 film about a World War II Boeing B-17 Flying Fortress bomber, as the bombardier. Zane also forayed into television work, and in 1991 he appeared as John Justice Wheeler in several episodes of David Lynch's hit TV-show Twin Peaks. In 1992 Zane co-starred alongside Tilda Swinton in the film adaptation of Virginia Woolf's novel Orlando. In 1993, he played the Shakespearean actor "Mr. Fabian" in Tombstone, took a starring role in Sniper and played a playboy named Harry, posing as the elusive, albeit fake Damon Bradley alongside Marisa Tomei and Robert Downey Jr. in Only You.