I also heard that in Canada, the letter Z is pronounced "Zed."
It's also pronounced as "Zed" in Britain.
If I'm not mistaken, most, if not all, English-speaking countries pronounce it as "Zed" -- the U.S. is the oddball. Even the closest non-U.S. English-speaking countries use "Zed," such as Bahamas, Bermuda, Jamaica, etc. (Despite the much closer geographic proximity to the U.S., English in the Caribbean was, of course, historically more influenced by the British.)
Am I correct on this? Do Aussies, Kiwis, and South Africans use "Zed?" Liberia, probably not, since it was settled by American ex-slaves. What about countries with a strong predominance of English as a common second language -- say, Israel or Japan. Both probably follow U.S. usage, given America's strong historical ties to both.
For that matter, when and why did "Zed" become "Zee" in U.S. English? As the first English-speaking settlers here came from the British isles, "Zed" must have been the rule for some time until the argot became sufficiently differentiated from its roots.
Probably should cross-post this to some linguistic forums.