It appears that the one and only Z (being Neko Majin Z) is an unlockable support character in “Bukū Resse”n (the original Japanese version of “Super Sonic Warriors 2” for the Nintendo DS).
Screenshots can be found on the official website. Full details on how to unlock Z will be given in the next issue of “V-Jump” (releasing 21 January 2006) over in Japan. There is no confirmation on whether not he appears in the American version, but it is pretty unlikely.