Abbreviation for E
These are areas where export factories (maquiladoras) are built. Often countries have created EPZs so that foreign companies can use the export quota of that country for a particular good (e.g. textiles). EPZs can have lax or poorly enforced labour laws, and conditions in the factories are often bad: I refer you to the good writeup at export processing zone.
Also, abbreviation for Emergency Planning Zone.
These are areas of North America which are at risk from nuclear accidents. A ten mile radius around a nuclear power plant. According to Cartographies of Danger: Mapping Hazards in America, by Mark Monmonier (Chicago, 1997), four million people live this close to an atomic plant in the US. Of course, events such as the Chernobyl explosion caused damage much farther away than this.
Either way, It seems like it's generally a good idea to steer clear of EPZs!