The Holy Book of Zoroastrianism is called the Zend Avesta. The Zend is the commentary on the teaching and the Avesta is the original teaching in the Holy book.
Besides the Avesta, there are Yashts - smaller books for Prayer, often to a specific being. Other books included are the Afringan, Nyayish, Gah and Sirozah which partially contain some scriptures of the lost 14th and 21st Nasks (Lost books). Other teachings are the Yasna which means sacrifice and contains prayers for sacrificial rituals; the Visperad is a collection of doctrines that are used for exorcism and religious law. The Visperad also includes cosmological, historical and eschatological material.