Robert Z. Leonard: Robert Z. Leonard. Director: The Great Ziegfeld. Chicago-born Robert Z. Leonard studied law at the University of Colorado, but the legal profession proved not to be his forte and he dropped out in favor of a career in the theatre. When his family moved to Hollywood in 1907 Leonard sought work in the fledgling film industry, starting as an actor with Selig Polyscope. Though he became an established star by...