zBay is a website that allows people to sell things online. It was mentioned by Awkward Iceman in In The End when Casual Cashew dropped some fake numbers, suggesting they sell them on zBay. Ugly Hair Man mentions it again in The Taco Tragedy, asking Sinko Dee Myoh for CogBucks so he can buy numbers from Downsized Downsizer of Downsizeness, causing Awkward Iceman to question why someone would sell something like that on zBay.
Downsized Downsizer of Downsizeness mentions that he bought some Bloodsucker heads off of zBay that he questions the authenticity of in Tricky Treat.
It is a parody of the real life website eBay.