At some point, Zygor was destroyed. Accounts differed as to what the cause of this was and when it happened. According to one account, the planet was destroyed in the war against the Xaranti. (PROSE: The Bodysnatchers) Another account given by the Zygon Broton in the 20th century said his world was destroyed in a "recent catastrophe". (TV: Terror of the Zygons) Another account, given by Elizabeth I who had been posing as a Zygon in 1562, said that the Zygons lost their world when it burned in the first days of the Time War. (TV: The Day of the Doctor)
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Four groups of Zygons attempted to make Earth more like Zygor: those who arrived in the 12th century (TV: Terror of the Zygons), those that arrived in the 16th century and plotted to invade in the 21st century (TV: The Day of the Doctor), those that arrived in 1909 (PROSE: Sting of the Zygons), and those that arrived in the late-20th century. (HOMEVID: Zygon: When Being You Just Isn't Enough)