This can be a tricky questions to answer. Technically a single zener diode is bi-directional , however the functionality of the Zener diode is unidirectional and is therefore called unidirectional. That being said there are Bi-Directional Diodes. These devices are actually made using two diodes.
This can be seen by looking at the functional diagram that Littelfuse offers with their SMAJ Series of Zener type TVS diodes.
Taking a look at a couple of these Diodes SMAJ5.0A and SMAJ5.0CA you will see all of the electrical specifications are the same between the two parts with the exception that the SMAJ5.0CA is a Bidirectional part. There is also a difference is markings on the two parts. Most noticable is the line that indicates the cathode on the Unidirectional part.