I don't know about the various SMT families specifically. Most are similar to 1N52xx family, or the 400mW series (1Nxxx?) or whatever. Start reading datasheets.

There were a few families also spec'd at low current (Vz @ Iz in the sub-mA) rather than at some nominal or near-power rating (~10s mA). As far as I know, these are essentially identical parts, binned at a different test current. But maybe they have lower noise (that would be helpful at such low currents).
Some may also have TVS-like ratings? Haven't ran across any, but I have seen 1N series parts used as TVSs before, apparently to reasonable success. Speaking of, some or all of 1.5KExx is aliased to a... oh yeah, 1N62xx family? Don't know what other crosses there are.
The only differentiating factors I know of are leakage (up to whatever the fundamental limit is, for a part of given breakdown voltage), pulse handling, maybe ESR, and noise. And I don't think most of those are even mentioned, in most families (like the 1N47xx or 52xx's). Fab differences relate to impurities and uniformity, as far as I know (defects spewing leakage, uneven breakdown or hotspotting, impact ionization ratio leading to excessive noise in avalanche?). Probably guard rings are also necessary in the higher voltages, or maybe also just to further optimize these parameters. (And ESR, I don't have any reason to believe a manufacturer wouldn't be using as highly doped silicon as the breakdown voltage suggests, but eh, who knows, and the die can always be some thickness or another; both factors contribute directly to ESR.)
Other than that, the same gross exponential V-I curves always apply. You can do differently, but then it's not a zener/avalanche diode as such, it's some kind of snapback or punch-through diode, or a higher order active device.
Tim