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Instead of zeppelins the world uses coal-burning, steam powered airplanes with giant smokestacks.
The entire world is a gigantic zeppelin cruising through space, with people living inside it. Inhabitants traverse the interior (and exterior) using a wide array of smaller zeppelins - ranging from tiny one-man balloons for personal transit and repairs to full-sized liners for long distance travel.
The hero looks up at the sky and sees a Zeppelin (or just a big balloon shaped like one) and spends the rest of the episode thinking he's in another world despite all the evidence to the contrary. At the end of the episode, he looks up again and sees an airplane.
Zig Zagged: The hero winds up in an alternate universe where it appears that zeppelins are the primary source of travel, only for it to turn out that planes are still better and used by the vast majority. Then due to faulty construction, a great number of planes begin falling apart mid-flight at the same time cold fusion is invented, propelling zeppelins to the top.
Averted: The hero is in a steampunk-type world, but difference engines made the calculation of airfoil shapes much easier and moved the science of aeronautics ahead fifty years. Lighter-than-air craft still became a marginal technology.
Enforced: It's a story in a visual medium, and author happens to like zeppelins.
Lampshaded: "Oh look, a zeppelin. I bet you 10 bucks we're in a parallel universe".
Invoked: Someone sees the Goodyear Blimp overhead on its way to an American football game and wonders what it would be like if it was the Hindenburg or Graf Zeppelin.
Defied: A number of disasterous crashes cut short development of the technology just as heavier-than-air flight began to mature... Wait, I've heard this one before.
Discussed: "Every single parallel universe we've traveled to had zeppelins in it. Anybody know why?"
Conversed: "Why do zeppelins always show up in these shows about parallel universes?"
Deconstructed: Planes are still better, and zeppelins reveal that parallel universe is not as technologically advanced as heroes' own.
They know planes are better, but the existence of cold fusion in their universe gives them a cheap source of slightly radioactive helium.
Even though airplanes are more efficient, people in this world view traveling by zeppelin as stylish and adventurous, and thus airships are seen as something like airborne cruise ships.