In 2008, he published Comedy at the Edge: How Stand-up in the 1970s Changed America, describing Lenny Bruce and the influence of the generation of stand-ups who followed him and elaborated on his style.
Zoglin was married to his wife Charla Krupp on 1 August 1992 in East Hampton, Illinois. Mrs. Zoglin is an entertainment editor for Glamour magazine. She graduated summa cum laude from the University of Illinois. Zoglin's father was the head of Zoglin Brothers Builders in Kansas City.