There are 2 bands with that name:

1) A British beat band, originally called The Clee-Shays. The Zephyrs' records were produced by Shel Talmy, the man behind The Who's early recordings. Their releases never sold in any great numbers and when Mick Jagger was widely quoted as "hating" one of their interpretations of a Bo Diddley song, they were more or less finished.

2) The Zephyrs are Scottish brothers Stuart and David Nicol along with Gordon Kilgour. The make shoegaze and psychadelic infuenced melancholic rock music with obvious influences by bands like Slowdive and Low and some post-rock influences as well.

They have released four full-length albums. Their 2000 debut It's Okay Not To Say Anything was followed up with When The Sky Comes Down It Comes Down On Your Head in 2001, A Year To The Day in 2003 and Bright Yellow Flowers On a Dark Double Bed in 2005.
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