 Zalma is home to a number of state parks that feature a number of activities such as deer hunting, fishing, bird watching, horseback riding, and hiking.Blue Pond, the deepest natural pond in the state of Missouri, is located outside of Zalma.In 1800, an Urban Asherbranner (or Asherbramer or Asherbrauner) settled on the upper portion of the Castor River, just where the river empties its waters into Mingo Bottom, and where the village of Zalma is now situated, built a log and brush dam and erected a water mill to grind corn.