After the End: Several of his short stories, including For a Breath I Tarry, and The Stainless Steel Leech, among others, are set in various post-human world, amongst the robotic servants who have inherited the Earth.
A.I. Is a Crapshoot: In Home is the Hangman, a space-exploring AI returns to Earth and a scientist is sent to investigate whether it's out to murder its programmers. Far from it.
Author Appeal: In quite a few books (The Chronicles of Amber and Lord of Light among them) people smoke a lot— usually cigarettes, sometimes a pipe. Zelazny was himself a heavy smoker until middle-age when he gave it up for health reasons. Whenever he got stuck as to where to go next, he would have a cigarette to think about things, and would put this activity into the text. When he stopped smoking during the second set of Amber books, he also stopped writing about his characters smoking.
Author Existence Failure: Donnerjack and several other works were incomplete at his death. It is moving that Zelazny himself finished off several books of other authors who had died.
Carnival of Killers: In Roadmarks the antagonist hires the "Black Decade," ten highly skilled assassins/hunters from the entire range of Earth's history have been hired to eliminate the protagonist. This includes an assassin robot, a genetically enhanced and cybernetic super soldier, and a martial arts master.
Dead Man Writing: Played with in Roadmarks: A character writes a note to his employer explaining why he intends not only to resign but to kill his employer before he departs. He ends it with a postscript — "By the time you read this, you will already be dead."
Deus ex Machina: The bottle that Kai Wren creates at the start of Lord Demon has the power to grant him any three wishes. At first, he doesn't want to use it, preferring to solve his problems the old fashioned way, but when the fight starts turning against him, he uses the first wish to boot his enemies to their home dimension.
Disappeared Dad: Sandow to his son; Randy's father in Roadmarks; Oberon to Corwin; Corwin to Merlin. Zelazny's own father died early.
Friend to All Living Things: Justified for Francis Sandow, on the planets whose ecosystems he designed. It's a plot point in one novel when an animal is frightened of him, since it means he's entering enemy territory, and identifies him in a short story.
Have We Met Yet?: Played with in Roadmarks — on several occasions, people reminisce about a previous meeting with the time-travelling protagonist then add that they're not sure if it's happened to him yet, because he looked older then. It turns out that he's growing younger instead of older as time goes on.
Historical-Domain Character: The time-travel novel Roadmarks has significant cameos by several, including the Marquis de Sade and a small German man named Adolph.
Human Popsicle: In Permafrost characters are frozen solid and remain... alive.
Humanity's Wake: For a Breath I Tarry is set in a post-human world inhabited by our robotic servants. They regard mankind as godlike figures from a golden age.
I Have Many Names: A series of short stories, collected in My Name Is Legion, about a secret agent whose real name even his employer didn't know, whose aliases were always the names of obscure-but-notable historical figures. (In a break from the usual procedure, the historical figure always had nothing whatever to do with the job at hand; for instance, on his first appearance he was undercover as an engineer, but using a name whose original owner was a doctor.)
Inn Between the Worlds: Psychoshop (written with Alfred Bester) has a similar nature, but instead of a bar, it's a sort of pawnshop, "where you can dump any unwanted aspect of your spirit as long as you exchange it for something else".
Mark of the Supernatural: In This Immortal, protagonist narrator Conrad Nomikos has heterochromia, among other odd features. But then he is probably a mutant and is definitely hundreds of years old. His unique appearance is an important plot point.
Merlin Sickness: In Roadmarks, certain people start out as old men (or women) and grow younger over time. The question of what they have in common and why this happens is central to the plot.
Mugging the Monster: "The Last Defender of Camelot" begins with a trio of muggers picking on a harmless-looking old man who turns out to be the last surviving Knight of the Round Table — and not just any knight, but Sir Launcelot du Lac, who never lost a fight in his entire life.
Sophisticated as Hell: In Lord Demon, the title character Kai Wren meets an Irish Sidhe. After exchanging the appropriately formal official greetings, Kai Wren tells the Sidhe his name. The response? "Lord Demon? Holy shit!"
Talking Your Way Out: Characters are often very chatty — a feature that saves the skin of more than one of them.
Underwater City: Underwater colonies are a significant part of the backstory of "The Eve of RUMOKO".
The Changing Land features a demon named Melbrinionsadsazzersteldregandishfeltselior. The long name is necessary for the invocation ritual, and if the sorcerer attempting it were to get as much as one syllable wrong, the demon would kill him. Understandably, wizards are reluctant to attempt it. Subverted inasmuch as one of the antagonists is a wizard named Baran, whose native tongue is a horribly complicated agglutinative language, so he has no problem pronouncing the name and using the demon for errands.
One of the stories collected in My Name Is Legion features a sapient dolphin named 'Kjwalll'kje'k'koothaïlll'kje'k (which is also, no doubt to the delight of Zelazny's copy-editors, the title of the story itself).
Roadmarks, which involves time travel, begins with "Two", followed by "One" — then another "Two", another "One", and so on through the book. The chapters numbered One follow the protagonist through the story; the chapters numbered Two contain related scenes in other times and places, and are not in chronological order.
You Didn't Ask: Used against one of the villains in Roadmarks. A character is placed under a compulsion to obey the villain's orders; the villain's plan fails due to a fact the character knew all along but chose not to volunteer; the villain asks why he didn't warn him, and the character replies, with exact truth, "You never asked me."