in X3, theres a scenario, (if you die as Zero) where X warps into room with Zero and Cain, and Zero Tells X that his power generator has been damaged and he cant fight anymore.
then, after the mosquito miniboss, if you beat him as Zero, he falls on Zero, once again, damaging him so he cant continue on. (except this time he gives X the saber)
in X5, He didnt "die to stop Eurasia" He died when Sigma exploded. by SOME means, when Siggy told X he was taking Zero down with him, he did just that, and suddenly, Zero was in half.
Theres also the scenario if you start as X, where you meet up with a damaged Zero at the head of the statue. His buster is ripped off and he sits there while you fight Sigma. (unless you die and try again, after which he isnt there anymore.) after that, Zero cant use his buster in that playthrough.