Zamora was created by a people called Zemri, ancestors to the "modern" Zamorans of Conan's times. The state is a unified absolute monarchy, though powerful sorcerers often serve as powers-behind-the throne. The main religion depicted is the worship of Zath, the Spider God. The centre of said worship is the city of Yezud, which has its own priesthood. The city of Shadizar is the capital and home to the monarchs. This was also the seat of power of the sorcerer Yara. The city of Arenjun is also known as the City of Thieves.
Zamora is a relatively affluent kingdom. Its major cities are also significant stops in the so-called Road of Kings, the most significant trade route of the Hyborian Age. Making Zamora a crossroad for traders, magic users, mercenaries, thieves, slave traders, etc. It isn't a particularly significant military power. But its assassins can be more dangerous to foreign rulers.
Zamora is landlocked. To the north lies Hyperborea, its ancient enemy. To the west are the Hyborian kingdoms of Brythunia and Corinthia. While a thin strip of land leads directly to Ophir. To the south are Koth (an empire) and the small state of Khauran. The eastern borders are vaguely defined. the Kezankian Mountains are considered natural borders. But the marshlands to the east of them are nominally considered parts of Zamora. By the time of Conan, said marshlands were being annexed by Turan. With Zamora increasingly threatened by its eastern neighbor.According to Robert E. Howard, Zamora would eventually fall to Turan. But long after the death of Conan.