Soon after the publication of Zanesville, reports began circulating around Hollywood that the actor Kevin Costner was furious about being featured as the "voice" of Dooley Duck, one of several animated hologram characters in the story, who serve as advertising vehicles in the fictional world of the novel.

Under the magical influence of the protagonist, Elijah Clearfather, Dooley not only comes to life and breaks free of his commercial masters (a monolithic children's day care empire) he develops a penis and becomes an advocate for sexual enjoyment and the leader of a social and political reform called The Surprise Party.

A second rumor that began making the rounds that Zanesville had actually been written by David Foster Wallace under a pseudonym, while another related and more detailed story had it that Kris Saknussemm is not an individual author at all, but rather a name taken by a collective of writers who wrote the book as a collaborative experiment, in something of the same spirit as the Nicolas Bourbaki phenomenon amongst mathematicians.

This latter view gained some extended support as Saknussemm had written about the "Bourbaki Conspiracy," and an earlier published story was based on the premise that the reclusive Thomas Pynchon was just a composite entity—an ongoing project and artistic prank which such writers as Vladimir Nabokov, Kurt Vonnegut and J.D.

Appearing at Elliott Bay Book Company in Seattle in 2006, Saknussemm fielded questions about the rumor, remarking, "As Zanesville has much to do with the idea of the Conspiracy Theory as the folk religion of our time, I'm somewhat amused.