at low currents the power dissipation of an LDO is minimal, so nothing is needed.
at moderate currents, usually 1 or 2 volts of drop helps significantly, so normal diodes / resistors are used (resistor needs to be calculated for optimal performance).
at high currents, either a tracking pre-regulator is used for efficiency reasons (usually buck converter) or if you don't care about efficiency at all, again a resistor does much better that diodes. zeners are useless for this sort of power applications. let's say you want to drop 2 volts at 1A (which is very conservative, usually the voltage difference or current should be higher to use resistors!), that means 2 watts of power. I'm not sure if zeners with that power rating even exist, and if they do, they will be much much more expensive than even a SMD 5watt resistor.
simply put: in non of the conditions a zener makes any sense.