Hey, I have an idea, Francine.
Post a lost and found notice on Craigslist. It's free, your real email remains hidden, and you can ask any respondents to identify either/all of the following:
Serial number (if he/she has this, then you're pretty much guaranteed that you've found the real owner)
Date, approximate time and train it was found on.
Be explicit in the ad - tell people that you're NOT interested in hearing from them unless they have either of those bits of info.
http://newyork.craigslist.org/laf/Right now there is nobody looking for a Zune - I checked.