Both were very big in the '80s, Zmed as a star of cop show T.J. Hooker and O'Hara as a continuing part of the Second City TV comedy gang.
O'Hara has gotten the better of Zmed since then, playing the mom in the Home Alone films and co-starring in Best In Show (1999), A Mighty Wind (2003) and other satires of Christopher Guest.
Zmed last appeared as "Dirty Caroler Dad" in Larry the Cable Guy's Christmast Spectacular in 2007. He recently wrapped filming on Spring Break '83.
The life of an actor.
The IMDB's nifty "people working together" tool says they've never yet appeared in the same movie or TV show.