Here's a list (not comprehensive) of zine fests.
Regional -- South West
New Mexico
ABQ Zine Fest - New Mexico's first and oldest zine fest. The first Saturday in October since 2011.
Santa Fe Zine Fest - A yearly free festival that celebrates zines, comics, and other forms of alternative press and DIY media in Santa Fe, NM.
Colorado
Denver - A fine zine fest in Denver, organized by the Denver Zine Library.
Pikes Peak Zine Fest - Colorado Springs' annual small press event.
Arizona
Tuscon Zine Fest - is a show for self-publishers of printed art and word. Meet zine makers, independent comic book creators, and small handmade book distributors. This fest brings together local artists from Tucson and the Southwest.
Phx Zine Fest (Phoenix) – An annual event showcasing local small press, comics, photo books, art, zines, and other DIY creations.
Texas
Zine Fest Houston - Zine Fest Houston (ZFH) is an annual, all-ages festival that promotes zines (self-published magazines), mini-comics, and other forms of small press, alternative, and underground DIY media and art.
Regional -- East
East Village Zine Fair - Produced by 8-Ball Community and Printed Matter / St Marks
Pete's Mini Zine Fest - A yearly zinefest at Pete's Candy Store in Brooklyn, NY.
Regional -- South East
Regional -- North West
International
Zine Fest Adjacent