Zzyzx Road is real
Interesting bit of trivia: Zzyzx Road is real. The actual road itself, that is, not the movie.
The photograph currently shown on the IMDB entry is the exit sign from Interstate 15. It about 160-ish miles NE from Los Angeles as you go towards Las Vegas, and about 10-15 miles or so SE of the small town of Baker that lies alongside I-15.
It's been there forever too... When I was a little kid some 35-40 years ago and my family would go to Lake Mead to vacation on weekends and summertime, we would drive on I-15 and I always looked forward to seeing that road sign because it was so unusual.