There are many different Zork Screensavers out there, here are my favorites.
Zork Nemesis - the Screensaver
Download this self-extracting Zip and enjoy watching screenshots from Zork Nemesis all while listening to calm, relaxing music from the game. Unfortunately, all of the screenshots are in 640 x 480 size and not stretchable. I don't know too many people who run their monitors that size anymore, but I'll work on my own screensavers for Return to Zork and Zork: Grand Inquisitor once I get my high-speed connection back. The original comments from the Author (JITFACT) are included in the zip, I apologize, but I can't recall who created this great screensaver.
Zork Nemesis - This is a fun little theme based on Zork Nemesis. It includes sounds, icons, cursers, and a picture of the temple for your desktop image. Combine it with the screensaver from above and you've got yourself one Zorky environment!
Zork: Grand Inquisitor - If you like the Griff from Zork: Grand Inquisitor, then this is the theme for you! The background image is a large blow-up of the Griff in all his goofiness. Other features I like were the icons which depict several scenes from the game. Who wouldn't want their recycling bin to be represented by a bowl of mead light eh?