The Collaborative International Dictionary of English v.0.48:

Zephyr \Zeph"yr\, n. [L. zephyrus, Gr. ?, akin to ? darkness,
   the dark side, west: cf. F. z['e]phyr.]
   The west wind; poetically, any soft, gentle breeze. "Soft the
   zephyr blows." --Gray.
   [1913 Webster]

         As gentle
         As zephyrs blowing below the violet.     --Shak.
   [1913 Webster]

   Zephyr cloth, a thin kind of cassimere made in Belgium;
      also, a waterproof fabric of wool.

   Zephyr shawl, a kind of thin, light, embroidered shawl made
      of worsted and cotton.

   Zephyr yarn, or Zephyr worsted, a fine, soft kind of yarn
      or worsted, -- used for knitting and embroidery.
      [1913 Webster]

WordNet (r) 3.0 (2006):

zephyr
    n 1: a slight wind (usually refreshing); "the breeze was cooled
         by the lake"; "as he waited he could feel the air on his
         neck" [syn: breeze, zephyr, gentle wind, air]
    2: (Greek mythology) the Greek god of the west wind

Moby Thesaurus II by Grady Ward, 1.0:

41 Moby Thesaurus words for "zephyr":
   air, blubber, breeze, butter, clay, cooling breeze, cushion, dough,
   down, eiderdown, feather bed, feathers, fleece, floss, flue, fluff,
   foam, gale, gentle wind, kapok, light air, light breeze,
   light wind, moderate breeze, ocean breeze, onshore breeze, pillow,
   plush, pudding, puff, putty, rubber, satin, sea breeze, silk,
   softblowing wind, swansdown, thistledown, velvet, wax, wool