I guess it all depends on how you define "walking distance". Yonge and Dundas to Yonge and Bloor is a long hike for a lazyass such as myself. Even Yonge and Wellesley is stretching it, especially in summer, when the walk will get you all sweaty, and some of these outfits have only the most rudimentary shower facilities.
Walking distance from the Zanzibar, for me, would include Combowa on Gerrard, just west of Bay. It would also include the Tuina outfit at 144 1/2 Yonge, west side of Yonge just south of Richmond. You could also include the Rainbow Spa at 266 Adelaide. The outfits on Church at Dundas (167 1/2 and 213) were ideally situated, but have gone mams-up, I believe.
The places noted above are pretty pedestrian, ranging from a damn good massage but not much else (Tuina) to your standard R&T. Plus, I don't think they are open very late, so if it's post-prandial escapades you are thinking of, they will almost certainly be closed.