Paintings by Zorn (left) and Sargent (right)
The first I heard about Zorn was in one of the many oil painting technique books I own. Specifically one book by Kevin McPherson which mentions, and then shows, the very useful limited palette of Zorn, along side some of his work.
Perhaps he will become more widely appreciated starting this year since there is an exhibit of Anders Zorn paintings at the National Academy Museum at 1083 Fifth Avenue in New York city.