An explicitly defined region of the world, most often used during combat to sharply delineate where certain effects apply.
D&D 4e: Certain powers create zones with defined sizes and shapes and then apply effects to them.
FATE & Dresden Files: Zones are how geographical areas are divided up during combat. Melee attacks are only against targets in the same zone. A zone is typically the size of a decently-sized room or hallway; large rooms or halls might be divided into several zones.